Wenger watched Arsenal being outclassed in the Champions League semi-final first leg at Old Trafford and used this flimsy (make that non-existent) evidence to announce victory would be theirs in the return - even inviting one cynic to meet him at his triumphant media conference.
A slight problem then arose. United exposed a rather glaring failing in Wenger's optimism by scoring twice in the first 11 minutes at the Emirates, transforming what was meant to be a glory night into what the Arsenal manager confessed was the worst moment of his career.
Arsenal meet M
Arsenal meet Manchester United again at Old Trafford on Saturday and Wenger once again travels with great hope after a virtually flawless start to the season, recording four emphatic victories.
It is not hope without foundation because circumstances, and more significantly personnel, have changed. Cristiano Ronaldo, the two-goal tormentor of Arsenal that night at the Emirates has gone to Real Madrid, and Wenger has gone some way to addressing a flaw in his side's make-up.
Wenger accepts confidence is a crucial commodity to take on your journey to Old Trafford. He never travels without it - and Arsenal should also have a plentiful supply after impressive opening exchanges in the new campaign.
It is a game laced with intrigue on both sides. Too much can be written into early defeats or victories, but this will undoubtedly prove a test of Wenger's renewal of his Arsenal team after last season fizzled out - and also an examination of United's potency post-Ronaldo.
And as the first meeting between two of the Premier League's four accepted heavyweights, points are to be made, markers to be laid down.
Wenger has already promised a positive approach, accepting Arsenal's passive nature undermined their hopes of winning the Champions League games.
In his own words Arsenal are "structured to go forward" - but he has also made what, on first evidence, looks to be a typically shrewd investment at the back in Belgian Thomas Vermaelen. The £10m paid to Ajax for Vermaelen and the £16m raked in from Manchester City for Kolo Toure seems a fair exchange.
Vermaelen, while not a giant in defensive terms, has played with reassuring authority and even got on the scoresheet against Everton. It will, however, be a test of him as well as Arsenal against Manchester United.
The question mark over Arsenal's start comes with the quality of opposition. Everton were a broken team almost before they took the field at Goodison Park as a result of the Joleon Lescott transfer saga - although it is churlish to undermine the quality of the football that brought a deserved 6-1 rout.
What cannot be underplayed is the excellence of the 2-0 win at Celtic. Giants have fallen on that hostile territory and a team with a faint heart does not win Champions League games at Celtic Park.
Wenger also drew on his time-honoured mant on his time-honoured mantra about the potential of Arsenal's side, although four years without a trophy suggests this has also been used as a cover for under-achievement.
He revealed somebody told him (a keen statistician presumably) that Arsenal's average age against Celtic on Wednesday was only 23.9 - a figure that he believes ensures greater strength and improvement as the season progresses.
Vermaelen will be put to the test by Wayne Rooney, Dimitar Berbatov and perhaps Michael Owen but he has the appearance of an unruffled individual.
Wenger will also have been delighted that Arsenal emphasised a vast gulf with Celtic while keeping Robin van Persie in reserve and only introducing Andrey Arshavin for 19 minutes. Their inspiration will be needed at Old Trafford, especially if Cesc Fabregas is still out with a hamstring injury.
Michael Owen scored his first Premier League goal for Manchester United in the 5-0 triumph at Wigan
If Arsenal can take at least a point, or even better, back to London on Saturday then the somewhat pessimistic predictions about their Premier League ambitions may be revisited, albeit marginally.
For United, it is an opportunity to reassert the authority that has been questioned after the sale of Ronaldo and the loss at Burnley. The 5-0 win at Wigan went some way towards addressing those questions, but it should be placed in the context of a display by Roberto Martinez's side that was as compliant for 45 minutes as Everton were for 90 minutes against Arsenal.
Arsenal's agonising defeat over two legs against United in the last four of the Champions League last season will still be fresh in Wenger's memory. It is easy to recall that pained expression as he sat in the Emirates media theatre that night and a win will go some way towards easing that lingering pain.
For United, a convincing win again against an Arsenal team that may yet emerge as a potential threat to a fourth successive Premier League title will be regarded by Sir Alex Ferguson as an important statement of intent.
This season may be in its infancy - but the stakes will be as high as ever at Old Trafford.
