Kick-off in the Group H opener at the Emirates Stadium was put back until 9:05pm local time (2005 GMT) in the interests of "crowd safety" after problems caused by thousands of ticketless Cologne supporters arriving at the ground.
Wenger will know his club have failed to keep a clean sheet in their last 12 visits to the Bridge, but on the flip side of that wins in the FA Cup final and on penalties in the Community Shield should at least give his players belief.
While Arsene Wenger invested £52 million in his frontline to bring Alexandre Lacazette to North London from Lyon and somehow kept Alexis Sanchez at the club (although in the end the Frenchman was actively trying to bring in Monaco's Thomas Lemar to replace the Chilean forward), his backline is still incredibly suspect.
Speaking after the match Arsene Wenger said: 'They (Cologne fans) were very clever.
The Gunners have won only two such games out of 21 since the start of the 2013-14 season, with their last victory coming at Manchester City in January 2015 - since when their record shows five draws and eight defeats, including their current five-game losing run.
"What I like about Chelsea is that even when they are under pressure they always offer a threat on the counter".
Uncharacteristically, Arsenal have a fairly sparse injury list, with only permanently crocked Santi Cazorla and hamstring javelin victim Francis Coquelin populating the treatment room usually reserved for swathes of players with muscle strains and other such unfortunate things.
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"I think Arsenal is one of the six top teams in England they will they have a really good squad to fight for something important, the title for sure", he added. The 25-year-old certainly has the talent to start matches for the Gunners, but needs confidence and fitness to remain in the starting XI for this Arsenal team.
Everton have been disappointing so far this season, They signed a lot of players at the start of the season, but got ripped apart by Tottenham last week and weren't much better at Stamford Bridge before that.
Welbeck is the Gunners' top scorer in the Premier League this season with three goals.
"I have to see how he [Sanchez] recovers from [facing Cologne] and decide afterwards with all the players available".
MK: Well, the back three hasn't exactly been very impressive for Arsenal this season.
For me, though, it's the front three that's crucial for Arsenal in this game. If that trio can live up to expectations, there's still every reason to think that this Arsenal side can be much better than last year's. Surely they are going to be risky against any team in the world.
Nemanja Matic was also a more experienced and reliable contributor than Bakayoko is at this early stage of his Chelsea career. It should be a great game.