Arsenal striker Lucas Perez is facing up to eight weeks on the sidelines after damaging ankle ligaments in the win over Reading in midweek.
Perez, who joined the club from Deportivo La Coruna in August for around £17million, sustained the injury following a tackle from Reading substitute Danzell Gravenberch in the second half of Tuesday's 2-0 EFL Cup triumph.
Wenger, who takes his team to struggling Sunderland on Saturday, told reporters at his news conference: "We're going to be missing him for a few weeks.
"It's very frustrating, he's absolutely gutted because it's a stupid injury that's come from nowhere, a deliberate kick. He will be out for six to eight weeks.
"I think it was more a frustrated reaction from the player but you have to deal with that. In this case it's unfortunate."
It was a mixed injury update from Wenger with Olivier Giroud and Aaron Ramsey available for the trip to the Stadium of Light but in-form forward Theo Walcott a doubt, as well as Nacho Monreal and Santi Cazorla
The Frenchman added: "We have Giroud available and Aaron Ramsey will be back in the squad.
"But Walcott has a slight hamstring issue. He'll have a test today. He should be okay for Tuesday [the Champions League game with Ludogorets Razgrad].
"We have a few uncertainties about Walcott, Monreal and Cazorla - they have tests today."