Dug in at the heart of a busy residential district in central Belgrade, the 56,000-seater stadium when filled with fervent home fans produces decibel levels able to intimidate even the most battle-hardened opponents.
Yet Wenger was adamant his side would not buckle under pressure from the terraces.
"The support for a team is always a positive impact and we have had to deal with that in every stadium in England," the Frenchman told a news conference on Wednesday.
"We also have a long experience in the Champions League so we are used to it.
"But of course, we are in a country with a big football tradition and it has produced fantastic players in history. It’s a country with a tradition in other team sports too so we expect a game with a huge commitment from everybody."
Having missed out on Champions League qualification for the first time in two decades last season, Arsenal are sixth in the Premier League after eight games of the current campaign and face a battle to secure a berth in Europe's elite club competition next term with a top-four domestic finish.
Asked if he considered winning the Europa League an easier route into the Champions League next season, Wenger said: "I don’t know, but for us it’s a target (to play in the Champions League). It’s one of the routes but it’s not the only route for us.
"It’s the first time in 20 years we’ve been in the Europa League so we are now discovering the level. For us it’s a potential trophy to win but we also want to do well in all the other competitions we are in."
Arsenal top Group I with a maximum six points from two games, two ahead of 1991 European Cup winners Red Star.
It will be the first competitive meeting between the two sides since the 1978-79 UEFA Cup, the Europa League's predecessor, when the Serbian club knocked Arsenal out in the third round with a 2-1 aggregate win.
They lost to Borussia Moenchengladbach in the final by the same aggregate score.
(Writing by Zoran Milosavljevic; Editing by Toby Davis)
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