Malky Mackay's men have already secured a 3-2 victory over Manchester City at the Cardiff City Stadium this season, and they scored a late equaliser to salvage a point against Premier League champions Manchester United last weekend.
And, despite being four points clear at the top of the table, Wenger knows that the fixture will pose a real test for his side.
"Cardiff look to have a good solidarity and have a fantastic support," he said. "They are efficient on set-pieces.
"We have the warning of their performances against the big teams.
"Jordon Mutch and Fraizer Campbell will be the main threats."
The Frenchman has a former Cardiff player in his ranks, with the in-form Aaron Ramsey making a return to his former club this weekend.
And Wenger believes that despite a run that has seen the midfielder score six times in 12 Premier League outings already this season, the 22-year-old still has plenty of room for development.
"I saw him (Ramsey) on tape when he played with Cardiff," Wenger continued. "There is a lot more to come from him."
Arsenal cannot be caught at the top of the division this weekend, but Wenger is well aware of the importance of maintaining their strong start to the season.
"The players keep a good focus at the moment," he added. "We want to keep the same level of urgency and hunger.
"We want to take advantage of playing earlier than our rivals this weekend."
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