Earlier in the day he appeared in a mild state of shock after witnessing what he accurately described as a "traditional Wimbledon" performance at Selhurst Park. Rough, tough and bruising, the eternal upstarts had held his Arsenal team to a 2-2 draw. Not enough to go top - Arsenal held on to that position for another day, but they move up to third.
If he knows his history - and Wenger seems the sort who would - he will know that Guy Fawkes met a sticky end for his attempt to subvert the established order. Fortunately, Wimbledon stubbornly refuse to go the same way.
English football needs Wimbledon. They represent the living embodiment of the dream which sustains everyone outside the game's wealthy elite. They show that, with good husbandry, inspired management, and buckets of belief, anyone can be up with the big boys.
Though the growing concentration of wealth at the top means the likes of Woking are unlikely to be contesting the leadership of the Premiership in 20 years time, you never know.
None of the 1,137 who saw Wimbledon defeat Weymouth 2-1 in the Southern League on Guy Fawkes' weekend in 1976 could have envisaged their rise. Nor did many imagine, when they beat Spurs 2-1 at White Hart Lane 10 Novembers later, that they would still be with us today, above Spurs, Manchester United and Everton.
That match featured a double sending off - Graham Roberts and Lawrie Sanchez, and a broken collarbone for Gary Stevens. On Saturday there was a fight between Martin Keown and Efan Ekoku; a 12-man melee in the Arsenal goalmouth; and a running battle between Ian Wright and Vinnie Jones during which Jones hit Wright and would have gone off if Wright had not quickly recovered. Plus ca change, as Wenger might say.
What he did say was: "For our defenders it was a heading contest, for theirs it was a kicking contest. Their strikers were challenging our defenders first, then the ball, yet we had more players booked. The referee was not hard enough with their strikers."
For Wimbledon he had a professional regard and an asthetic dislike. "They play a very scientific game but in 10 years they have not improved. I respect what Wimbledon is doing, I just think you improve more if you play on the ground. They are strong in what they do, if you are not mentally strong and physically ready to fight you lose."
Arsenal were ready. They are the one Premiership side who could challenge Wimbledon for strength of team spirit. It was no surprise to hear Jones say they admired Arsenal most. But these teams bring the worst, as well as the best, from each other and football was often overlooked in the battle for physical supremacy.
Wenger tried to get his team passing and both Arsenal goals were slickly created. Patrick Vieira, again impressive, put Wright in for the first following a good tackle and driving run; Wright neatly released Paul Merson for the second.
The equalisers were textbook Wimbledon, Jones headed the first, Marcus Gayle scrambled the second. Their direct play should have brought a first- minute penalty when David Seaman bundled over Ekoku after Gayle flicked on a goal kick. Paul Alcock, 40 yards away, missed it, as he did most things.
Arsenal, as befits a side with 10 full internationals and Vieira, were the better team. Their lofty position becomes increasingly understandable.
Yet Wimbledon, also unbeaten in the league since August, deserve their prominence, too. Saturday's concentration on "putting it in the mixer" was a throwback, they have played a lot of good football this season. They have promising young players - the back four's average age was 23, and their continuing survival without a home base is admirable. Selhurst Park may be less than 10 miles from Wimbledon but such is the enduring nightmare of South London's transport jungle the journey usually takes more than an hour.
This dilutes an already paltry fan base - the bulk of Saturday's crowd were Arsenal fans - and further reduces income. At less than pounds 6m their team cost a quarter of Arsenal's and less than Dennis Bergkamp alone.
A return home seems as far away as ever but Wimbledon have made a habit of defying the odds. When Wenger added: "they can be champions" one imagines something was lost in the translation, but a place in Europe is conceivable.
Goals: Wright (8) 0-1; Jones (45) 1-1; Merson (64) 1-2; Gayle (68) 2-2.
Wimbledon (4-4-2): Sullivan; Cunningham, Perry, Blackwell, Thatcher; Ardley, Jones, Earle, Leonhardsen; Ekoku, Gayle. Substitutes not used: Kimble, Holdsworth, Reeves, Harford, Murphy (gk).
Arsenal (3-5-2): Seaman; Keown, Adams, Bould; Dixon, Merson, Vieira, Platt, Winterburn; Wright, Bergkamp (Garde, 78). Substitutes not used: Linighan, Parlour, Morrow, Lukic (gk).
Referee: P Alcock (Redhill).
Bookings: Wimbledon: Blackwell. Arsenal: Vieira, Keown.
Man of the match: Vieira.Reuse content