Arsenal take on AC Milan in the Europa League Last 16 first-leg tie at the San Siro in Italy on Thursday.
The Gunners are in poor form and have lost their last four games.
AC Milan boss Gattusso has meanwhile got his side back on track, the Italian giants have kept six consecutive clean sheets.
To make matters worse for Wenger he will be without Hector Bellerin who suffered inflammation in his knee during a training session on Wednesday morning.
Bellerin did not make the trip to the San Siro as a result.
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“He has an inflammation of his left knee,” Wenger said.
“Without ligament damage.
“He had yesterday a scan which was quite good. It showed inflammation. He tried today. He needs some further investigation.
“He was in hospital this afternoon to know why he is in so much pain. But it doesn’t look a long-term problem.
“He tried, he went out but couldn’t absorb the training session so we had to leave him behind.”
Wenger will have star duo Henrikh Mkhitaryan and Mesut Ozil available.
Ozil made the trip and arrived in Italy wearing his customized cap, all in black.
January arrival Pierre-Emerick Aubameyang is however, cup tied.
Star striker Alexandre Lacazette is ruled out with injury as has Nacho Monreal.
“Lacazette is not ready. ‘We had to leave Monreal behind as well because he’s not ready,” he added.
“He started a little session today but he’s not ready.”
With Aubameyang and Lacazette both out Danny Welbeck is likely to lead the attack upfront.
Provisional squad: Ospina, Cech, Holding, Mustafi, Chambers, Koscielny, Mertesacker, Nelson, Kolasinac, Maitland-Niles, Xhaka, Elneny, Wilshere, Ramsey, Ozil, Iwobi, Mkhitaryan, Welbeck, Nketiah
