Forwards Theo Walcott and Eduardo both missed the win over Stoke on Saturday with minor injuries, while Czech winger Tomas Rosicky was substituted at half-time with a groin problem which could keep him out for a month.
William Gallas, Emmanuel Eboue, Armand Traore and Andrey Arshavin all suffered knocks during the 2-0 win, leaving Wenger with something of a selection headache ahead of Wednesday night's European tie.
"In the competition as a whole this season, the boys did really well and I am extremely proud of them. I will give some of them an opportunity on Wednesday, for many reasons," Wenger said.
"At the moment we have so many players injured that we cannot take any gambles; also you must give players a breather when you can.
"You will see Fran [Merida], [Jack] Wilshere etc.
"We played Manchester City last week and they had a full side out. For an hour we did not suffer at all.
"I will try to build a similar team in Greece.
"It will be a great game for them because Olympiacos will play for something, and it is another good opportunity to show that we can do better than we did at Man City."