The Gunners are in the competition by virtue of their fifth-place finish in the Premier League last season, the first time that the club have finished outside of the top four in Wenger's 21-year tenure.
Manchester United finished sixth in the league last season but qualified for the Champions League by winning the Europa League, and while acknowledging the prize on offer in the tournament, Wenger remains adamant that his primary focus will be the domestic league.
"It is not the best chance but one of the opportunities," he told reporters today. "I came out and many times and said I think the best way is through the Premier League.
"This is a different competition and we want to win every competition we play in, but we don't calculate that this is the best way to the Champions League qualification.
"We have done that for 20 years and 20 years by doing it in the Premier League."
Wenger's side begin their Europa League campaign at home to Bundesliga side FC Koln tomorrow night.