Gabriel's red card was later rescinded, but the defender was given a one-match suspension for failing to leave the pitch quickly enough, while Costa was slapped with a three-match ban and both clubs were fined for not controlling their players.
"We have to be prepared for a battle because Costa gives you a fight. After that, it's down to the referee," Wenger told British media.
"We have to focus on our performance. It's another game where people look at us and see how we behave.
News that makes sense
Your trusted source for staying up-to-date with the world around you. Get free daily news updates and analysis, straight to your inbox.
"It will be an intense game, as usual in the Premier League. Overall, I think because of the qualities of the players on the pitch and what is at stake for both teams, it will be a very intense battle."
Costa seems to have recovered from his slump, having scored five goals in his last five appearances in all competitions for champions Chelsea, who are 14th in the table after 22 games.
Arsenal are top of the table with 44 points, 19 points ahead of the Blues, and head into the clash having lost just once in their last 12 games in all competitions.
(Reporting by Shravanth Vijayakumar in Bengaluru; editing by Sudipto Ganguly)
