The Welshman netted a stunning pair of free-kicks to help Spurs beat Lyon 2-1in the Europa League at White Hart Lane on Thursday night.
The Frenchman said: "Bale has the potential to develop and become the players that you compare him to.
"However, Messi has won two or three Champions League, a few championships, scored 95 goals in a year, so let's not go too quick.
"You are always very quick here, but let's slow down a little bit."
Wenger stands by the decisions he made over the Southampton academy duo.
"It was Walcott and Bale, and we were at some stage on (about) taking the two if possible, but we could get Walcott and I am very happy we got him," Wenger said.
"If I tell you the number of players we did not sign who we should have signed, you would be amazed, but it is the same for every single club, you miss players."