They are furious at 'unacceptable' comments directed at Tony Pulis' players.
Anti-Wenger feeling is growing among those top-flight clubs criticised by him.
Stoke chief executive Tony Scholes said: "Much as we respect Arsene Wenger, we cannot allow him to continue criticising us in this way.
"In the absence of any apology, we will continue with our complaint. It is not right that anyone in the game can criticise one of our players without reproach."