According to the Sydney Morning Herald, Wenger brought up the subject at a recent meeting in Geneva of leading club managers with his campaign fired by his team's painful exit from the Champions League last season.
Arsenal beat eventual champions Bayern Munich 2-0 at the Allianz Arena in the German city to level the aggregate score at 3-3 in their last-16 tie but were eliminated due to their 3-1 defeat in the first leg at the Emirates, the report said.
The Gunners have been paired with the German giants at the same stage again this season, the report added.
Wenger said that people are surprised by his question but he thinks it is a problem in the modern game.
He added that there is a counter-effect as when teams play at home, they try not to concede goals, which is also the first thing managers demand. (ANI )