The Dane has been fined a week's wages after being pictured staggering out of a nightclub following Arsenal's Euro exit.
Yet Wenger claimed the striker, 21, was NOT drunk despite losing his trousers as he was bundled into a car.
Wenger said: "I was angry when I saw the pictures but he has been set up.
"He was not drunk but somebody was waiting for him to leave the club and pulled his pants down from behind.
"Then they took a picture and posted it around the world. That's what he told me."