Wenger hit out at Chelsea's defensive approach for the 0-0 draw.
But Shearer wrote in the Sun on Sunday: "Arsene Wenger made me laugh, although I am sure that was not his intention.
"He was complaining how Chelsea had ‘locked down’ the game at the Emirates which resulted in a disappointing goalless draw.
"Well, I’m sorry Arsene if they did, then you have to find a way round it. I’m sure they didn’t break any rules.
"Indeed Chelsea could have had a couple of goals despite these ‘controversial’ tactics.
"A team that was leaking goals before Roberto Di Matteo’s arrival is now looking confident and well organised again."