Wilshere, who was talking at an EA Sports FIFA 13 Ultimate Team event, has revealed Wenger has rebuked his players at times in frustration after recent poor performances.
He told the Mail on Sunday: "He gets angry if we don't perform and he's entitled to if players are not pulling their weight.
"The way we played at Bradford, the manager deserved to be angry and upset. We knew it was going to be a tough game. It's difficult for the foreign players, especially in their first season, to come here and know what playing Bradford away is going to be like. Maybe you think Bradford away is going to be easy but, trust me, it's not. It's quicker and maybe even more intense than the Premier League. They get up to you and close you down and maybe the foreign players don't understand that. But they'll adapt and learn."