"I always say I prefer to play a final match having won a game", said the Spaniard, who won 11 of his 12 Cup final matches during his spells as manager of FC Barcelona and Bayern Munich.
"Manchester City have so many players that you think you have to stop that it is better to focus on the team plan than rather than on any individual", said Wenger on Friday.
"I don't like to lose competitions".
Guardiola's managerial philosophy has been compared to Wenger's in the past, and the City boss added: "He likes one type of player, with quality and respect for the ball". We have a final and we try to do what we have done. "All we can do is learn from Wigan".
Wenger also dismissed any downplay of the League Cup final. The Gunners were huge favourites ahead of the Wembley final seven years ago, but Obafemi Martins' 89th-minute victor secured the Blues an unlikely win.More news: Premier League table: Liverpool displace Manchester United from second position
However, he has returned to training and Guardiola, chasing his first silverware for the club, revealed the 20-year-old is in contention to face the Gunners at Wembley.
"Yes of course (I am eager to complete the domestic set)", Wenger said.
"Everybody expects a very exciting game and I think it will be".
Mustafi missed that game through a hamstring and in his absence the Gunners were largely outclassed for ninety minutes by the home side. Raheem Sterling is an injury doubt with a muscle problem, but throw in either Leroy Sane or Bernardo Silva, and the options are fairly frightening.
Pep Guardiola has no reservations about throwing Gabriel Jesus straight into the EFL Cup final after two months out injured. Oleksandr Zinchenko or Danilo could feature with Benjamin Mendy (knee) out long term.More news: Mueller files new charge against Paul Manafort
But, in spite of the importance of the occasion, he said he has not been tempted to reverse his policy of playing second-choice goalkeeper Claudio Bravo in Cup games.
"The first step was to arrive in the final". It's good for our fans and the fans of Arsenal to be there and it's a success already to be there.
Sunday's Carabao Cup final at Wembley is nearly upon us.
Unlike their FA Cup record, Arsenal have won the League Cup with its ever-changing sponsor names only twice, in 1987 and 1993, and have been runners-up five times.
Of the 13 players who played for Arsenal in the 2011 League Cup final defeat to Birmingham, only Laurent Koscielny and Jack Wilshere are still at the club.More news: Pepperell holds off charging Fisher in Qatar
Before that clash, City had lost just two competitive fixtures all season and are heavy favourites to emerge victorious once again on Sunday. The bad news is that he might be, and furthermore even if he isn't then Sergio Aguero will be City's man up top.