The Frenchman has never tasted victory over Chelsea boss Jose Mourinho and that record continued on Saturday as Arsenal were taken apart in embarrassing fashion.
Samuel Eto'o and Andre Schurrle capitalised on poor defending to put the hosts two goals ahead inside seven minutes.
Oscar then added further goals either side of half-time and substitute Mohamed Salah also got in on the act to round off a day that must rank among the worst of Wenger's lengthy tenure.
Wenger's side had already suffered 6-3 and 5-1 defeats at the hands of Manchester City and Liverpool respectively and now appear likely to complete a ninth successive season without silverware.
Schurrle and Eto'o were each recalled, together with David Luiz, to a Chelsea side missing Ramires and Willian through suspension.
Yet Chelsea then moved ahead almost immediately as a swift counter-attack ended with Schurrle switching the ball right to Eto'o, who cut inside Oxlade-Chamberlain before curling a delightful shot past Wojciech Szczesny.
Remarkably, the visitors' first-half display had yet to reach its nadir and Hazard added a third Chelsea goal from the penalty spot after his shot had been handled by Oxlade-Chamberlain.
The game was effectively over as a contest following the sending-off and Chelsea pulled further clear after 42 minutes when Fernando Torres, an early replacement for the injured Eto'o, crossed from the right for Oscar to convert.
Mourinho's men were not finished there and Salah, who had only just come on for Oscar, made it 6-0 five minutes later, beating the offside trap to break clear and score his first goal since arriving from Basel.
That ensured Chelsea scored six in a Premier League game for the first time under Mourinho, emphatically spoiling Wenger's landmark day.
