Wenger was sent from the technical area for arguing with Belgian ref Eric Braamhaar. But he ignored the orders of fourth official Reinold Wiedemeijer to go to the stands and watched the final 10 minutes at the entrance to the players' tunnel.
That defiance is certain to land him in further hot water when Braamhaar's official report reaches UEFA HQ.
A spokesman said: "Article 70 of our disciplinary code states any coach who is sent off during a game must immediately remove himself to the stands.
"That is what happened with Barcelona coach Frank Rijkaard in Lyon on Tuesday. It is no excuse for a manager to say he could not find a seat."