The Gunners lined up with a back three against Middlesbrough on Monday, winning 2-1 thanks to goals from Alexis Sanchez and Mesut Ozil.
Arsenal now face a far tougher proposition at Wembley but Wenger has not ruled out using the same formation as at the Riverside.
“It’s an option, yes. But what will I do? You will understand I won’t tell you now,” he told a pre-match press conference.
“The game will be spectacular. We hope we score the first goal.”
Wenger also revealed what had caused him to switch from a back four and says his players should be able to move between formations comfortably.
“[The system] was testing...