The encounter takes place at the Emirates stadium while kick-off is scheduled for 20:05 (GMT).
A trip to Chelsea on Sunday is hardly an ideal start for their first follow-up fixture, but Wenger said: "When you play Wednesday-Saturday it's similar to Thursday-Sunday".
The 30-year-old has scored 99 goals for the club, but has fallen behind new signing Alexandre Lacazette and Danny Welbeck in the attacking pecking order.
Upon arriving at Stamford Bridge, Conte abandoned Chelsea's four at the back system for a 3-4-3 formation which saw his side win the Premier League title last season.
FC Koln meanwhile will be without forward Artjoms Rudnevs while Milos Jojic and Marcel Risse are both doubts going into the game.
He said: "The season before was not a good one for them [Chelsea]". What matters is that on the pitch we give the maximum to prove that money is not everything'.
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"First of all to continue with the spirit with which he works".
"Overall if he can keep calm, focus on his job, he's on a good way for me".
"In training he is getting stronger and stronger every day, that's what we want from him".
Wenger is expected to rotate heavily as Arsenal enter the group stage of Europe's second-tier competition for the first time under the Frenchman, and with a crucial Premier League game at Chelsea on Sunday. "Three days is plenty of time to recover".
Asked if Manchester United showed that winning the Europa League could be the best bet for Arsenal to return to the Champions League, Wenger said in a press conference: "This is not the best chance to get back into the Champions League, it is just one of the opportunities".
French striker Olivier Giroud is another player likely to start Thursday's game, having come off the bench in all of the Gunners' matches so far this season.
"We are very focused on the Europa League and want to go and win it".