Wenger says teams - like Chelsea - need an element of luck to win in Europe.
He said: "In the Champions League, you play one big game at a time. In the Premier League you play many big teams and you have to do well against all of them.
"I still think the Premier League is the massive test.
"He came into it in the second half of the season and he made the decision, he was fresh, focused, had a good rest and still hungry to make it happen and he had the quality to do it.
"If you tell me would you like to win the Champions League I will of course say yes, but it's a cup competition - not at the start, but in the final part of it, it is a real cup competition.
"You need to go into March and April with your best players available, fit, and that's not easy, especially when you play in the Premier League."