Wenger criticised Keane and Sunderland for their defensive approach to the game on Saturday.
The match ended in a 1-1 draw after goals by Cesc Fabregas and Grant Leadbitter.
“I can only focus on my own team, and I am sure Arsene will have to do the same,” he told Setanta Sports.
“I am pretty sure if I had different players available, we might have been a bit more attack-minded, but I have to look at the squad of players I have available to me and, for today, that was a good option for us.
“Next time we play them, it might be different.
“We played Arsenal a number of times last year, we played Chelsea, we played United – we played United here and went 4-4-2 and we lost 4-0, and it could have been seven.
“We have to get the balance right with our own team and maybe Arsene Wenger should focus on his own team.
“The bottom line for any of these top teams, they will tell you, part of the game is breaking down the opposition.”