The Gunners already have their own state-of-the-art facilities with the Emirates Stadium, and north London rivals Spurs are also set for a new 61,000-seater home in the coming years.
Tottenham will move just a stone's throw from their current White Hart Lane ground and are planning to relocate for the start of the 2018/19 season.
Arsenal spent several years being hampered by tight purse-strings as they repaid their stadium costs but have been able to take advantage of increased revenue in the past couple of seasons - bringing in the likes of club-record signing Mesut Ozil, Chile forward Alexis Sanchez and goalkeeper Petr Cech.
Spurs may also require some time to start benefiting from a new home, which is proposed to be the biggest in London and will host NFL games over a 10-year period.
But, ahead of Sunday's meeting between the two at the Emirates, Arsenal boss Wenger believes the move will see Tottenham match his side.
"It is the biggest challenge we face
It will be purely down to the technical quality of work," Wenger said when asked about Spurs becoming more of a financial threat.
"On a financial level, we always had level power because when we had 37,000, 38,000 seats (at Highbury) we were level.
"After we moved into the new stadium we had less financial resources than them because we had to pay our debts back
That was always the case.
"Now, maybe in the last two or three years we are in a stronger financial situation but that will not last because they build a new stadium as well."
On the pitch, Arsenal are keeping up the pace at the top of the table while Tottenham remain unbeaten in the league since the opening weekend of the campaign.
Wenger's men go into the game on the back of a 5-1 Champions League hammering from Bayern Munich but certainly have the players to keep their Barclays Premier League title tilt alive with victory over their rivals.
Sanchez has enjoyed a strong start to the campaign while World Cup winner Ozil feels he is now able to show his best having made an uncertain start to life at Arsenal.
"Last season, I was out with my knee injury for a few months," the Germany midfielder told arsenal.com
"This year I feel fit
I have no injuries and can perform well in games
At the moment, things are going really well.
"But you need to praise the whole team
We fight for each other and are like a small family
You can sense that on the pitch
It shows that we are hungry for success and that's why I want to praise the whole team."
Source : PA
Source: PA