Infantino has faced calls to resign and was also subject to allegations from a British newspaper on Friday that he paid off a lover while at European governing body UEFA.
Wenger's statement came after UEFA lawyers wrote to Infantino threatening legal action and named the French coaching great among 18 officials whose data should be preserved as evidence.
A probe was opened in July 2020 to investigate suspicions of collusion between Infantino and Switzerland's then-attorney general Michael Lauber, the country's top prosecutor.
