The Gunners will be bidding for an 11th straight win in all competitions when they arrive at The Hawthorns on Sunday.
But that sequence includes a League Cup victory against the Baggies where it needed a penalty shoot-out to separate the sides.
West Brom caused one of the upsets of the season so far when they won 2-1 away to champions Manchester United last weekend.
"They had quite a strong side out (in the League Cup) and many of the regular players played, but they have a big squad," Wenger said.
"I noticed when I looked at their team who played at Manchester United, that they have a massive squad of experienced players, so it's very difficult to predict who will play against us."
Meanwhile Wenger felt compelled to admonish Arsenal's Jack Wilshere after the England midfielder was spotting holding a cigarette outside a London nightclub in midweek – although the player himself insisted this was a "prank" and that he wasn't a smoker.
Wilshere came on as a substitute in Arsenal's 2-0 Champions League victory over Napoli on Tuesday and Wenger gave his players permission to enjoy themselves the next day.
But Wenger was unimpressed with Wilshere's conduct, saying: "I disagree completely with that behaviour. There are two things: first of all when you are a football player you are an example, and as well you don't do what damages your health.
"Things are different in England especially," the Frenchman added.
"You don't need to convince me (of that) because, I must tell you, I travelled as a football player on coaches after games in France where you didn't see each other, there was so much smoke on the coach!
"Everybody smoked. But times have changed and the health worry, the example, the role model (expected) from the football players has changed as well."
Wilshere could find himself on the bench again on Sunday but one player who is definitely out is right-back Bacary Sagna (hamstring).
West Brom manager Steve Clarke has said he is considering giving Saido Berahino a first Premier League start against Arsenal.
The England Under-21 striker came off the bench to score the winner at Old Trafford last week.
But West Brom will be without Scott Sinclair (hamstring) and Matej Vydra (hamstring) while Shane Long (knee), Victor Anichebe (groin) and former Arsenal striker Nicolas Anelka (foot) are all doubtful
"Saido has a chance to start," said Clarke.
"You have to look at every game on its merits but no-one can quibble if he starts.
"He's not a gamble for me, his performance in training and starts are right up there.
"Saido's been good, level-headed in training and he's in a good place. He's had a good five or six weeks if you take into account England Under-21s.
"There's someone who bursts onto the scene and we're fortunate with Saido. He was terrific last week and deserves all the plaudits he gets. Our job is to keep his feet on the ground but we want to improve him.
"Saido has been electric and forced his way into the team. We have a number of forward players but Saido is in my thoughts to start." Sapa-AFP