The incident occurred during the first half of the 5-2 win over the Portuguese side as the disgruntled supporter made it onto the pitch and headed towards the Gunners boss.
He was quickly apprehended by a team of stewards, but as he was taken away from the pitch he appeared to be shouting at the Frenchman.
The incident comes following a season where a section of the Gunners fan base showed their opposition to the to the manager, with ‘Wenger Out’ signs becoming a regular occurrence at the Emirates.
Arsenal finished in fifth place last term, meaning they missed out on the Champions League places for the first time in 20 years.
Despite this, Wenger signed a new two-year deal at the club this summer, but it would appear that he still has work to do to get all the fans back on side.
Arsenal would go on to win the game at a canter, with two goals from Theo Walcott, plus strikes from Olivier Giroud and Alex Iwobi adding to an own goal.
The Gunners take on Sevilla on Sunday afternoon, knowing a win should see them lift the trophy.