UEFA ruled on Monday that Wenger broke the rules of his original touchline ban - imposed after last season's defeat to Barcelona when he criticised the referee - during the first leg of their Champions League play-off against Udinese in London last week.
As it stands, Wenger must not sit in the dugout on Wednesday, but a club spokesman said that Arsenal want any ban delayed because their appeal cannot be heard until Thursday.
Wenger, sitting in the stands for the first leg at Emirates Stadium, communicated to his assistant Pat Rice in the dugout through first team coach Boro Primorac who spoke to the bench by phone.
UEFA's match delegate warned Wenger to stop at half-time and although he did so, UEFA handed Wenger a two-match ban and fined Arsenal 10,000 euros for the infringement.
Arsenal spokesman Mark Gonella said: "There is a disagreement between Arsenal and UEFA. We were told that the manager would be permitted to relay instructions to Pat Rice through Boro Primorac, who spoke to Pat by phone. Subsequently we were told he could not, so that's why we are appealing Monday's decision."
Arsenal won the first leg 1-0 and they face another tough task against the Italians who played some polished football last week and went close to scoring on a number of occasions.
One piece of good news for Wenger is that captain Robin van Persie is eligible after being banned for the first leg after his dismissal in the defeat against Barcelona at the Nou Camp last season.
Wenger though must decide whether to play Samir Nasri, who would then be cup-tied and unable to play for another team in the competition with a move to Manchester City still in the balance.
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