The Gunners ran out 3-1 winners in the Group H opener, which kicked off an hour late after away supporters caused havoc outside the stadium.
As many as 20,000 Cologne fans are believed to have made the journey from western Germany despite only 3,000 tickets being made available.
That meant many attempted to enter without tickets or with tickets for the Arsenal sections, where it soon became clear ahead of kick-off that plenty had succeeded.
Arsenal fell behind early on to a long-range strike from Jhon Cordoba that punished a poor David Ospina clearance.
But the hosts rallied after the interval as substitute Sead Kolasinac levelled with a volley before Alexis Sanchez and Hector Bellerin wrapped up the result.
Wenger said he was expecting the contest to be postponed but said he was unsure if the confusion was to blame for his side’s poor start.
“It’s difficult to say,” he said.
“It was similar for Cologne but we had some problems to get off, to start, yes
I don’t know, was it mental?
“Was it the fact that they scored the goal and we didn’t know how to deal with it? But our game was a bit too slow.
“We waited patiently in our dressing room but what was difficult was for me was I had all kind of plans to think about at some stage.
“I had to think if we play tomorrow at what time do we want to play, do we play next week but they had the Bundesliga again midweek and we had a League Cup game midweek as well.
“Do we move it to Tuesday and play Thursday? It was all kind of speculations you know that we had to analyse and see how we can deal with the situation
But in the end at some stage I thought they would not play the game, because I can’t see the police taking any risk.
“We live in a society of 100 per cent security and I thought they would never take a gamble to play this game when I saw the images around the stadium
But I must say our supporters as well dealt well with the situation as well and there was no aggravation.”
Four arrests were made as the Metropolitan Police said that additional officers had been deployed to the area following the unrest.
Wenger said Cologne supporters had been “very clever” to enter the stadium undetected, with both sides likely to face UEFA charges in the coming days.
“They were very clever,” he added.
“I don’t know how they managed to infiltrate our fans and get everywhere but they did that very well
I don’t know if they went through Arsenal membership, on the internet..
they did very well.”
Cologne coach Peter Stoger refused to be questioned on the actions of the club’s supporters: “I have no comment about the fans,” he said.
“I’m the coach, my job is the team, my job is football not the fans.”
A club spokeswoman added: “We have to first inform ourselves and in the next few days we will talk about that.”
Source : PA