Arsenal host Celtic in the second leg of their qualifier on Wednesday night, holding a 2-0 lead from the first leg.
And Wenger is quoted in The Guardian as saying that, despite their away goal advantage, the match at the Emirates takes priority over the trip to Old Trafford.
"Celtic is a more important game for the club than Saturday, by far," said Wenger.
"Because against Celtic, you cannot catch back. Even if we drop points against Man United, you can always catch back. You still have 35 games to go.
"If you miss the Celtic game, you have zero. It is a massive game. It is much bigger than Saturday."
"Celtic is a more important game for the club than Saturday, by far," said Wenger.
"Because against Celtic, you cannot catch back. Even if we drop points against Man United, you can always catch back. You still have 35 games to go.
"If you miss the Celtic game, you have zero. It is a massive game. It is much bigger than Saturday."
Cesc Fabregas will miss the Celtic game with a hamstring problem, although a scan reassured Wenger that his captain would be fit for the weekend.