Many Gooners are still angry over Cole's bitter transfer saga during the summer of 2006 which eventually saw Chelsea charged with tapping him up.
But Wenger added: "You want fans to pay respect to players who have played for you. What is over, is over, and you have to take that into account.
"Some players come back here and get very good treatment here.
"Patrick Vieira came here with Juventus and the fans chanted his name.
"It depends on the circumstances. People did not accept the way Ashley left but for me, it was a minor thing.
"He was educated here, he did well and we want him to get a fair reception. We want the fans to be 200 per cent behind our team which makes a difference.
"In the big games, your fans and your team have to be as one."
