The Reds have not lost at Anfield in the Premier League since April 2017, adding to their run with a 3-1 victory over Manchester City on Sunday.
"If Liverpool have changed games in Europe, for a big part it's down to Anfield," Wenger said to beIN Sport.
"It's the hardest place in Europe. It's the only place now you can take a corner and shake hands with supporters!
"You can say 'hello my brother, how are you?' and continue to play football. That's a real football field, you know.
"Today we build sophisticated stadiums but that is a stadium with soul, with pressure really on the opponent."