Wenger wants players to give blood instead of urine samples to snare drug cheats.
He said: "Doping control officers at UEFA do not take blood, only urine. I have asked many times for this to be changed.
"Sometimes you have to wait for two hours after a match, so blood could be a lot quicker.
"I hope we do not have a big problem with doping but we have to try to find out and see how deep we go into control.
"UEFA are ready to do it but it poses some ethical problems because everyone has to accept that they will check the blood and not everybody is ready to do that."