Perez will be unavailable for six to eight weeks after damaging ankle ligaments during Arsenal's EFL Cup fourth round win over the Championship club.
The Spanish striker, who joined the club from Deportivo La Coruna for £17.1m, came off in the 72nd minute of the 2-0 win at the Emirates after a tackle by Gravenberch.
Speaking about Perez's injury ahead of Saturday's trip to Sunderland, Wenger said: “He’s absolutely gutted because it’s an injury coming from nowhere and a stupid one.
“It was a kick, a deliberate kick,” he added. “It’s very frustrating because he worked very hard to get there. Now he’s close. It was not needed.”
The 28-year-old has been ruled out of next month’s north London derby against Tottenham Hotspur, the trip to Manchester United and the visit of Paris Saint-Germain.
Perez is certain to miss the game at Sunderland, the Premier League’s basement club, and will also be absent for several key fixtures in the run-up to Christmas.
Perez has started just once in the Premier League, on his debut in last month’s 2-1 win over Southampton, and has played only 87 minutes of league football in total.
The former PAOK striker scored his first goals for Arsenal in the EFL Cup third round win at Nottingham Forest, grabbing a brace.
Register for free to continue reading
Registration is a free and easy way to support our truly independent journalism
By registering, you will also enjoy limited access to Premium articles, exclusive newsletters, commenting, and virtual events with our leading journalists
Already have an account? sign in
Join our new commenting forum
Join thought-provoking conversations, follow other Independent readers and see their replies