Wenger stated he was "embarrassed" for Jose Mourinho and now Luiz has waded in to support his boss.
The Brazil star said: "We are top of the league now, we are happy with this.
"We keep working hard every day for our job. Of course, I respect everyone, other teams, but we need to do our job. That's it.
"We cannot listen to everyone, because if you listen to another coach, Chelsea don't have just one coach.
"Chelsea have 10, 20, 100 (coaches)... everyone wants to be part of our club - and that's natural."