Wenger is unhappy with Chelsea having already played United twice, while his Gunners must meet them again this season.
"I am surprised by the move because Juan Mata is a great player and they sell a great player to a direct opponent," said Wenger.
"They could have sold him last week (before Chelsea played United). Some teams have already played twice against one opponent and some not. I think if you want to respect the fairness for everybody that should not happen.
"I can understand completely what Chelsea is doing. They do not make the rules but maybe the rules should be adapted for more fairness.
"They have done nothing wrong, they just play with the rules. Maybe the transfer window should stop when everybody has played once."
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