The Frenchman, who was in charge of Nagoya Grampus, says football can grow in the continent if the likes of Indonesia and Vietnam learn from Japan.
"What the Japanese did before they organised their own professional championship was travel all over Europe, learning about countries," Wenger told Arsenal Player.
"They are very methodically organised. They went everywhere, to see how the others did it, then they went home and tried to do it even better than that. So what you say is: copy the successful structures, and stick to the plan.
"When we were in Malaysia last year I chatted with some of the guys who followed the team out there, and asked them where they were from. They told me Indonesia, and they all told me that if Arsenal went to Indonesia, to Jakarta for example, it would be absolute madness because they are all football fanatics there.
"So they have the basis of support there - they are great lovers of the Premier League and football in general. So I am very happy we are going to countries this time, where we have not been before.
"Indonesia is a country where football is very much loved, while Vietnam is a country where football is getting stronger and stronger. So I'm happy and excited about seeing that."