The French manager used Barcelona's capitulation to warn his Arsenal players to try and add to their lead rather than sit back and defend.
"The best way to build on the advantage is to try to win the game, so we will play with our best possible team and have a positive attitude," Wenger told a news conference.
"We are in a position where I don't think we are under threat of complacency...
"Tuesday night (in Rome) may be a good warning for us but let us not go overboard as well. Yes, we have a big job to do but we are in a strong position and it is how we approach the game that will be vital."
Arsenal's progression would mark the first time the Premier League club would reach an European semi-final since 2008/09.
Wenger's side return to league action against Newcastle United on Sunday.
(Reporting by Aditi Prakash in Bengaluru; editing by Sudipto Ganguly)
