"We live in a society of 100 per cent security and I thought they would never take a gamble to play this game when I saw the images around the stadium", said Wenger.
It's the fourth time the two clubs have met in as many months.
Kickoff was delayed by an hour after a reported 20,000 Cologne fans had made their way through London towards Arsenal's ground despite only 3,000 tickets being allocated to the German club, who were playing in European competition for the first time in 25 years.
The north London club's last two silverware came at the expense of the Premier League winners.
"I think me and Granit have played a lot of games now and we have a good understanding".
"On Wednesday he'll have the possibility to start the game against Nottingham Forest and complete his recovery".
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"I've been taking anti-biotics".
Eden Hazard has fully recovered from a fractured ankle and could make his first Chelsea start of the season.
Manager Antonio Conte rotated his squad somewhat in midweek and still got the result he needed in the UEFA Champions League, a positive sign ahead of today's big match.
Sanchez failed in his attempt to force a transfer to Manchester City on deadline day, but the Chile forward remains part of Wenger's plans and scored against Cologne on Thursday.
"It was not the result we wanted or expected, and probably deserved. And obviously he's going to be vital", Mertesacker said.
"Conte said: "[Pedro] was a bit injured because he got a kick on his ankle. "But I think we have to continue, to show that we are stronger than them [the people who carry out the attacks]".
"We have to learn quickly and not do the same mistake again", he said.
Perhaps they can compete for the title, but we're hoping Chelsea will bring them down a peg or two on Sunday.