The Frenchman, who is approaching 11 years at the helm, has taken in more than 1,100 games with the Gunners.
He has tasted success in plenty of those matches, but has also suffered his fair share of setbacks.
It is those which still rankle with the legendary coach, with Wenger conceding that he would have welcomed the Video Assistant Referee system now being rolled out by FIFA in a number of memorable games down the years.
Asked by Arsenal Player to pick just three fixtures in which he would like to have seen key decisions reviewed, he said: “I would choose Barcelona’s equaliser in the 2006 Champions League final because it was offside, and we were 1-0 up with 30 minutes to go.
“That’s the trophy I miss here, you know, so that is for me the most important one.
“The second one I would choose is the second yellow card for Robin van Persie at Barcelona in 2011, because this was the moment we were qualified against a very strong team, and it was a very difficult decision to accept - it basically killed our chances.
“After that maybe I go to a more recent decision - against Bayern Munich when Laurent Koscielny was sent off for a penalty when Lewandowski was offside. That just comes to my mind now but maybe I forget many, many, many, many more.”
Arsenal saw their Champions League dreams dashed in 2006 while down to 10 men, after the early dismissal of Jens Lehmann.
Sol Campbell nodded them in front at Stade de France, but Samuel Eto’o netted the equaliser which left Wenger so frustrated and Juliano Belletti grabbed a winner.
The Gunners then beat Barca in the first leg of their last-16 encounter in 2010-11, only to then see Van Persie sent off at Camp Nou in the return date and Xavi and Lionel Messi turn the tie on its head.
Their meeting with Bayern in which Koscielny saw red came just last season, with Arsenal going on to lose the contest 5-1 and 10-2 on aggregate.