The Gunners welcome Bundesliga outfit Cologne to the Emirates Stadium on Thursday night as the reality of a first season without Champions League football since 1997-98 hits home.
The likes of Manchester United and Manchester City have been spending in excess of £150m for the last couple of years, while Premier League champions Chelsea and even Liverpool chose to splash the cash over the summer.
Wenger, who has suggested he may rest key players in Europa League matches, will have to take a call on fielding striker Alexis Sanchez against the German side on Thursday.
Most importantly, it's a major European honour-something a club of Arsenal's size should always aim to win, even if it isn't quite at the same level as the Champions League.
Those seven players all missed Arsenal's training session on Wednesday.
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Aaron Ramsey, Mesut Ozil, Alexandre Lacazette, Laurent Koscielny, Granit Xhaka, Petr Cech and Danny Welbeck were all absent as a thinned-out Arsenal squad took part in training drills.
Rather than being injured, the seven absentees are thought to be resting.
Sanchez could play as he looks to improve his fitness while Wilshere may make his first Arsenal appearance in 383 days following last season's loan spell at Bournemouth.
It's also worth pointing out that Arsenal face a touch match against Chelsea next weekend in the Premier League.