The Gunners are favourites to reach the semi-final after drawing the first leg 1-1 in Spain last week but are stretched thin at the back with Johan Djourou the latest casualty.
Djourou injured his knee at Wigan Athletic on Saturday and is unavailable along with central defender William Gallas and left back Gael Clichy. Keeper Manuel Almunia is also out.
"Both Djourou and Clichy are unfortunately out," Wenger told reporters at his pre-match news conference.
"Djourou has a knee problem. He will have a scan today but we fear a cartilage (injury)."
Clichy has a back injury while Gallas is out for the rest of the season after damaging knee ligaments in the first leg against Villarreal where Emmanuel Adebayor scored a stunning equaliser to cancel out Marcos Senna's opener.
Mikael Silvestre, who started his first league game since December on Saturday, is likely to partner Kolo Toure at the heart of Arsenal's defence on Wednesday with Armand Traore an option in place of Clichy at left back.
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