But the Frenchman, who is bidding to take his side into the Champions League group stage for the 11th successive season, insists his players will not fail him.
"If you play against your friends on the beach or in a big game it's exactly the same," insisted Wenger, who has seen experienced stars Alexander Hleb, Mathieu Flamini, Gilberto and Jens Lehmann leave the club over the summer. "If you are a good player, you are a good player. If you have the ball, then you always make a good decision.
"It is like being a good student and being in a good class or an average class.
"Your progress is always quicker in a good class. Half the development of a player is to have the luck to be at a top club as quickly as possible.
"We believe in the way we play football and we believe the best way to transfer that way of seeing the game is to get the players as early as possible, so that we can get them integrated in the way we want to play. You know how my team plays; we always have a very young midfield, and a very young team at the moment. That doesn't mean that apart from Ramsey we don't have experience."
In truth, Wenger could not have wished for a much kinder draw than FC Twente, with tonight's first leg being played at the Gelredome in Arnhem because Twente's home ground in Enschede is being redeveloped.
They came fourth in the Dutch league last year before surprisingly beating Ajax over two legs to enter the Champions League qualifiers. That success attracted Europe's sharks.
Coach Fred Rutten and star midfielder Orlando Engelaar went to German side Schalke 04 and playmaker Karim El Ahmadi joined Feyenoord. Twente are also weakened by the suspension of top striker Blaise Nkofu, who has scored 86 league goals in the last six seasons.
Indeed, the Swiss forward's sending-off against Getafe in last season's UEFA Cup could prove terminal to his side's chances as he will also miss the return leg in two weeks.
Much pressure will now be on attacking midfielder Theo Janssen, who was signed from Vitesse Arnhem to replace El Ahmadi.
McClaren will find it tough tonight and even harder to rebuild his tarnished reputation long-term but Wenger praised his decision to look abroad for new challenges. "I think it was a good move, maybe he needed to get a change from England," said the Frenchman.
"To position yourself as an international coach is always a very good move for the rest of your career. It is a little bit similar to what Sir Bobby Robson did when he moved out of the England job." As for the match, Wenger added: "Today is a special day. It's a big day with a big meaning for us because the target is very high - to be in the Champions League. You know that when you come to Holland you always get a good game no matter where you play - and a tough one. And we know as well that that demands a lot of respect and concentration, particularly defensively.
"They knocked out Ajax and they have a typical Dutch nature of playing football and keeping the ball. But the focus within our squad is high. Every game makes its' own history and we just want to be up for the game."
Wenger will have to hope his youngsters have learned their lessons quickly.
