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.
Things soon got worse for Arsenal as Alex Oxlade-Chamberlain handled on the line after 15 minutes to concede a penalty that Eden Hazard converted, with Kieran Gibbs bizarrely sent off by referee Andre Marriner following an apparent case of mistaken identity.
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.
Arsenal now sit seven points behind Chelsea having played a game more, and their dismal performance continued a worrying trend this season in away matches against title rivals.
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.
An unchanged Arsenal threatened after four minutes when Olivier Giroud forced Petr Cech into a sharp low save following a neat throughball from Tomas Rosicky.
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.
Arsenal soon found themselves horribly exposed once again. Nemanja Matic dispossessed Santi Cazorla before finding Schurrle and the German forward capitalised on defenders backing off by firing into the bottom-left corner.
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.
Referee Marriner chose to dismiss Gibbs for the offence, despite Oxlade-Chamberlain appearing to confess his guilt.
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.
Neither Oxlade-Chamberlain nor Laurent Koscielny emerged for the second half, which began with Szczesny denying Luiz after more good work from the lively Torres.
Cazorla dragged a shot narrowly wide on the hour mark, before another Arsenal error led to Chelsea scoring again in the 66th minute.
A sloppy pass from Rosicky found Oscar and the Brazilian beat Szczesny with a low strike that the goalkeeper may feel he should have saved.
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.
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