Arshavin loss eased by returning Rosicky
However, Arsenal's long-term injury absentees Tomas Rosicky and Theo Walcott are approaching a return to first team action.
Russia captain Arshavin played the whole of their 3-1 Group Four win over Wales in Cardiff on Wednesday having missed Saturday's game against Liechtenstein.
"We are upset because he should not have played. He was not in a condition where he could afford to play 90 minutes," Wenger told Arsenal TV Online.
"We took him off against Manchester United (on August 29) because he was injured already at halftime. He will be out for Saturday, Wednesday and certainly next Saturday."
Wenger replaced Arshavin nine minutes from the end of Arsenal's last Premier League game away to United after he scored an outstanding goal before they eventually lost 2-1.
He will now miss Saturday's league game at Manchester City, next week's Champions League opener away to Standard Liege and the following weekend's league match at home to Wigan Athletic.
But there was better news about midfielder Rosicky, who returned to competitive action in Czech Republic's 7-0 win over San Marino in World Cup qualifying Group Three.
Rosicky, who missed last season with a leg injury and has not played for Arsenal since January 2008, featured for almost an hour against San Marino and Wenger was pleased about that.
"As for Tomas, he played 54 minutes in good shape. Of course, we have to be cautious. But the good news is he's back and he played. I don't know if he'll be in the squad for Saturday."
There was also encouraging news regarding winger Walcott with Wenger confirming the back problem that had sidelined him this season for Arsenal and England had healed and he could be back to face Standard Liege next week.
"Theo is rid of the injury now," said Wenger.
"What is important now is to get him competitive again. He has not had any normal training sessions with the team. But I hope that will happen soon. He should be available next week."