After losing 3-2 to Crystal Palace at home on Sunday, Leno thinks the Gunners must solidify their back-line if they want to win at Molineux.
"I remember the game at the Emirates," said Leno. "They play for the counter attack and the transition and they are very good.
"They had big chances because of transition, but also because of our mistakes.
"I think we have to expect a very good team [on Wednesday night]. At home they are very strong so we need a very good performance.
"I think the key will be defence. With a strong defence we can win this game."