Xhaka was recently sent-off in the second leg of the Carabao Cup semi-final against Liverpool.
The Swiss midfielder left his team with ten-men just 25 minutes into the match, which Arsenal eventually lost 2-0.
It was the fifth time Xhaka had been sent off in the last five years and he's also received 62 yellow cards during his time in the Premier League.
Xhaka awaiting his fate after clashing with Diogo Jota
Winterburn, who won three league titles in 13 years with Arsenal, believes Xhaka is treated differently by referees compared to other players.
And the Gunners legend thinks Xhaka's teammates need to pull him up when his discipline becomes problematic.
"I think it could be the positions he gets himself into or he's asked to take up occasionally," Winterburn told TribalFootball.com, on behalf of FreeSuperTips.
"There was a tackle from Westwood, and I said if that's Xhaka he gets booked or potentially sent off.
"People say referees don't base it on who the player is, but you can't kid me, they know who it is and their reputation.
"He's built his own reputation, so you've got to live with that.
"But if he was in my team and picked up a yellow, I'd be grabbing him and reminding him of his discipline.
"A lot of his sending offs are his lunges, he isn't quick enough to recover and he lunges in.
"There should be players around him at Arsenal reminding him to be disciplined and focused."
Some have called on Arteta to move on from Xhaka, who signed a three-year contract extension in August last year.
Winterburn believes the Spaniard will stick with Xhaka and has pointed out the slight adjustments the 27-year-old could make to avoid getting himself sent-off.
"If you have to, let the guy go past you, don't lunge into anything," Winterburn added.
"You can try and intercept or a body check because you probably won't get booked for a body check.
"You've just got to let the guy go sometimes and if you're the last man, trust your goalkeeper is going to help you out.
"Even if they score, there's a better chance of getting back into the game with 11 men.
"I think he's a strong character within the squad and that's why Arteta likes him, but it doesn't stop the younger players or any player to grab hold of him.
"You can get away with it in central midfield sometimes by letting players go compared to a full back or centre halve.
"In the position he's in, he doesn't need to make those challenges, which is the most frustrating thing."
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