"The fact that you can damage your health at all, you can smoke at home and you can drink at home where nobody sees it but when you go out socially you damage your reputation as an example as well."
Wilshere responded by posting a picture on his Twitter feed of France's 1998 World Cup and Euro 2000 winner Zinedine Zidane having a cigarette, adding: "But for the record.... I don't smoke!"
Wenger said he had not had a chance to speak to the England international yet but said he would be doing so as attitudes towards smoking had changed so much since his own playing days.
"I've travelled as a football player on coaches after games in France where you didn't see each other -- there was so much smoke on the coach, everybody smoked," he added.
"But times have changed ... English society is very sensitive to smoking ... so it's a bit more shocking here than it is somewhere else."
The Premier League leaders' preparations for Sunday's trip to West Bromwich Albion were also unsettled by news that right back Bacary Sagna would be out for three weeks with a hamstring injury.
The France international picked up the problem during Tuesday's 2-0 victory over Napoli in the Champions League.
He will miss France's final World Cup qualifier against Finland on October 15 and an international friendly against Australia four days earlier.
The injury will also keep him out of Arsenal's Champions League match against Borussia Dortmund on October 22 and the Premier League match against Norwich City on October 19.
"Sagna will be not be available, he has a hamstring injury and will be out for three weeks," Wenger said.
Carl Jenkinson is most likely to take his place this weekend.
Arsenal have enjoyed a flying start to the season and have a two-point lead over Liverpool and Tottenham Hotspur at the top of the Premier League table with 15 points from six matches. (Reporting by Sonia Oxley; Editing by Pritha Sarkar)
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