The French defender received a boot to the head from Pierre Webo in Wednesday night’s 3-0 Champions League victory over Fenerbahce and required hospital treatment for the problem area.
Wenger admitted he had to find out more before commenting on how long Koscielny will be sidelined for.
"He's at hospital at the moment. We have to check that there's no bone broken,” he told Sky Sports 1 following the win at the Sukru Saracoglu Stadium.
"He opened the skull but it's very deep, it's very very deep."