Arsenal and Reading kick off their semi-final 10 minutes before the high-profile league encounter at Stamford Bridge.
The decision to play the two games at almost the same time attracted criticism from Reading manager Steve Clarke, and opposite number Wenger has pointed to a "conflict of interests" between television companies.
The Frenchman, whose side are also involved in the title race, told reporters: "Something should be done about it.
"I am surprised that they did not analyse that in television deals.
"Basically what happens there is that two television channels who have paid a lot of money for football have conflicted interests in promoting games and that insider conflict shouldn't happen.
"We would like it to be a unique competition that's played, especially a semi-final or final, and you wouldn't want it to be conflicting with other competitions.
"It's a very big game [at Chelsea]. It's a surprise to me."
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