The Spanish tactician is currently caretaker at Stamford Bridge leaving his future uncertain and Wenger suggests the situation is not ideal.
However, the Frenchman insists he will be putting aside any compassionate feelings toward Benitez to the side when the Gunners head to Southwest London on Sunday.
"I feel sympathy for every manager until the day I play against him," he told reporters.
"Strangely the sympathy goes and then comes back again after the game, not always straight after the game but some time later.
"We are all in the same position. You know we are in a fragile job and confidence is very important, but it's a job where first you have to take care of your own team.
"I think it's always more intense when the two teams fight for the championship, at the moment the two teams don't so for the media it's a bit less intense.
"For us, it's a massive game."