The Blues have struggled for consistency at home in recent weeks, failing to win any of their three matches since the turn of the year. Benitez was again given a tough time by sections of the Stamford Bridge faithful on Wednesday night when his side blew a 2-0 lead as Southampton rallied to secure a point in their battle for survival.
Should Arsenal look like emulating last season's 5-3 success in west London, then Benitez will be in for another hot reception from the Shed End. Wenger said: "I feel sympathy for every manager until the day I play against him. Then the sympathy goes and comes back after the game - not always straight after the game, sometimes it is some time later."
He added: "We are all in the same position. We know we are in a fragile job and that the confidence is very important, but it is a job where you have to take care of your own team."
Neither side can really afford another defeat if they are to fulfil their ambitions of staying in the race to secure Champions League football again. Given little margin for further error, the showdown could well turn out to be a cagey affair. Wenger, however, is expecting an open encounter.
"Both teams have attacking styles. Chelsea is today a team who has many good attacking players so it should be a game with goal chances," he said. "We will not change our style too much, so we will try to attack and try to create chances."
Wenger will be able to face Chelsea secure in the knowledge Theo Walcott's contract issue is settled after the forward signed a extension to his current deal.
Defender Laurent Koscielny will be available again having been suspended for the midweek FA Cup third-round replay win over Swansea after his red card against Manchester City last Sunday. The France international maintains the team are determined to produce a response at Stamford Bridge.
Koscielny told Arsenal Player: "When you get a red card, of course you are disappointed because you leave your team-mates 10 against 11 in what was a big game. After 10 minutes, the match was finished because you know when you play against Manchester City it is going to be very difficult.
"But we have to keep our heads up now and fight for finishing in fourth place. To play well at Chelsea would be good for the team to stay strong, so we must go there for the win - we did it last season, so why not again on Sunday?"