Asked why the Germany international was responsible for rounding up fines from fellow players who fell foul of the club's internal disciplinary rules, Wenger on Tuesday joked: "The Germans do well economically and we respect that.
"They are the only ones that make money in Europe. That's why we've chosen a German," the Frenchman added of the 85-times capped Mertesacker.
Wenger found himself commenting on the Gunners' disciplinary policy after a document, printed on Arsenal-headed paper, detailing a list of rules for players and the cash penalties if they were broken appeared on the internet after a fan, reported to be a friend of club doctor Gary O'Driscoll, took a photo of the fines sheet during a tour of the training ground.
The supporter then posted it on a file-sharing website, believing it would be seen only by himself and his close friends, only for the document to go 'viral' across the net.
Given Arsenal players' salaries – last week England forward Theo Walcott agreed a new three-and-a-half-year Gunners deal worth a reported £100 000 – the fines themselves are modest.
For example, they include £1 000 for players not turning up for matches they are not involved in, £500 for arriving late for travel or training, £250 for not turning up on time to a team meeting or meal and £100 for taking a newspaper, laptop or phone into the medical area or dressing room.
There is even a rule on clothing that should be worn by Arsenal players, who risk £100 penalties for sporting "inappropriate" items.
Wenger said he was saddened rather than angered the fines' list had been published. "It's more disappointing than upsetting. It's one of the things I told you before. You cannot keep anything inside any more.
"It's frustrating because I feel you have a right to privacy inside the dressing room. When that is not respected, it's disappointing," added Wenger, who took charge of north London club Arsenal in 1996.
"It was not malicious. It's more innocent. The intention counts for me and I don't think the intention behind that was anything bad. It's more disappointing than anything else.
"I don't talk about what happens inside. We live in a world that you do not have to come into our sleeping room to know exactly what happens," Wenger said.
"It becomes a little bit ridiculous now that every single moment of a football club has to be absolutely public and explained.
"We have to stand up for our bad performances, but not for everything that goes on at the club." – Sapa-AFP