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Arsenal failed to qualify for the Champions League after finishing fifth in the Premier League last season and will instead play in the Europa League this term.
While rivals Manchester United, who finished below the Gunners in sixth, will be competing in Europe’s elite club competition after winning the Europa League.
“I was always against it,” Wenger told the Evening Standard.
“Because apart from Man United, who did win the Europa League?
“All the years before it was always a team who was kicked out of the Champions League by having been kicked out of it before.
“You cannot go into the season and think that [you will get into the Champions League by winning the Europa League]. I always was not in favour of that.
“I think at some stage it can influence on the championship.
“If a team is in April in a position where they have more chance to win the Europa League they can let some games go in the championship, and not completely focus on that, on the regularity of the competition.
“I will always play a team that has a good chance to win the next game. In the Europa League if we can afford sometimes to rest some players we will do it.
“But we have to adapt to the level of the competition and see first what kind of group we play in.”
Arsenal will start their Europa League campaign in the middle of September, entering the competition at the group stage.