"If you look at the group I would say yes it is the hardest because all four teams have a chance to qualify," Wenger told a news conference.
"That means every game is basically a very important one. On average you need 10 points to qualify so that gives you the task.
"Some people think Dortmund and Napoli are our toughest opponents but I think Marseille are the same level," added Wenger.
"Two years ago in a group quite similar Arsenal and Marseille went through. Nothing is written, it's very difficult to know which teams will qualify."
The Frenchman said Arsenal, playing a 16th consecutive season in the Champions League, needed a good start in the south of France.
"You need points away from home and, like in every competition, the start is very important for the confidence of the team and to put you in a good position," he said.
"Whether it is home or away it is the same basically, we come here and we will try to win the game."
Striker Olivier Giroud should be fit to start despite coming off against Sunderland at the weekend with a knee problem.
The Frenchman had a fitness test on Tuesday that Wenger said was "very positive".
Defender Per Mertesacker is also available after illness.
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