"He will be involved," Wenger told the club's official website. "But I have not decided what I will do with him yet."
Arshavin made his long-awaited move to Arsenal at the beginning of the month, but has yet to appear for the club. He was on the bench for the Arsenal-Tottenham derby on February 8, and was then cup-tied for the club's 4-0 FA Cup 4th round win over Cardiff on Monday.
However, the 27-year-old Russian international has not played a competitive match since December 10, and Wenger feels the former Zenit player needs a little more time to fully prepare for life in the hectic world of top flight English soccer.
"He is still working on preparation and he is not qualified for the [UEFA Champions League] game against Roma [on Tuesday] so we can give him another week of hard work. At the end of next week, that will be three weeks with us and one week with Zenit - that should be enough," the Arsenal manager said.