The Frenchman emphasised the need to continue the fight against racism, but said it was too early to think about a boycott after Manchester City's Yaya Toure was allegedly racially abused by CSKA Moscow fans on Wednesday night.
Toure made the allegation following Manchester City's 2-1 Champions League win in Moscow and UEFA has charged the Russian club over the alleged racist behaviour of their fans, prompting a disciplinary hearing on October 30.
The Ivory Coast international has suggested that black players could boycott the World Cup when it is held in Russia in 2018 and has received support from anti-racism groups.
Asked about a potential boycott, Wenger said: "You have to fight racism whether it is in Russia or anywhere else in the world.
"I don't know what really happened there, but you cannot tolerate racism of any kind and you have to fight against it. How (do) you do that?
"Honestly I believe UEFA is taking action in the right way and to go as extreme as (a boycott), it's a bit early to do that because it's not proven what happened. I believe that Russia itself has to fight against that and of course you want everybody to be active on that."
- Sports & Recreation
- Society & Culture
- Manchester City
- Yaya Toure