The Gunners star, who hurt his ankle in Holland's 0-0 friendly with Italy, has seen Serbian therapist Kovacevic.
But Wenger said: "I am not a fan of this but also I am not a doctor. But I have seen a few bizarre treatments before.
"I respect the individual freedom of everybody who wants to be treated how they want to be treated. It's not injected. I leave that to my medical people. I ask if there's any danger, they say no and so I let him go.
"Robin called and said he wanted to go. If traditional treatment cannot help, you go somewhere else."