The Arsenal boss takes his side to the former Olympic Stadium for the first time on Saturday evening for a Premier League London derby.
Mixed results and a series of crowd disturbances have taken the shine off the Hammers' move from Upton Park - with their financial contribution still being questioned by many.
Slaven Bilic's side have won five of their first 10 games at the venue, although two of those victories came against Slovenian minnows Domzale in a Europa League qualifier and an EFL Cup win over League Two Accrington.
Wenger knows all about the teething problems at a new home, having overseen Arsenal's move from Highbury to the Emirates Stadium.
That relocation came a decade ago and Arsenal won just half of their opening 10 league games in their first season in their new ground - and Wenger has told West Ham it can take a while to settle in.
Asked how hard it can be to feel at home in a new ground, the Frenchman replied: "It takes a few years, because you have to make memories and build a little history.
"For a while, when you move from the marble hall at Highbury, it was full of history, and suddenly you move to a stadium where nothing happened before you came in there.
"You feel a bit lonely there, so you have to rebuild the environment from the results that you had before
For the supporters it is the same: they sat every time next to the same guy, and they talk and say 'remember last time we were here, we beat this team' and then suddenly they sit away from them."
Wenger, who also had to battle to keep Arsenal competitive as they paid for the move across to the Emirates, explained why it can also have a negative impact on the players.
You can try, but you cannot create something artificially something that doesn't exist," he said when asked if a manager can help the transition.
"I feel as well the players know the ground, before when you played at Highbury, you kind of had a picture.
"When you play up front you know where the goal is, because the signals are coming from the crowd, you know where the adverts are and sometimes you have no time to make your decision, but you have a geographical reference when you stand on the pitch that is linked to the stadium
You have to recreate that.
"You feel a bit like you're playing on neutral ground for a while
After that, the best way to prepare is just to focus ion what we do and focus in a very strong way."
Source : PA
Source: PA