Wenger was slapped with a fine of $31 327.50 for verbally abusing and pushing fourth official Anthony Taylor during Arsenal's Premier League win over Burnley this month.
"Those who don't like me, any sentence will be too lenient. They would like to put me in jail somewhere without anything in the middle of winter – and that will still be lenient," Wenger told British media.
"My reaction (to the ban) is what I said after the game. Let's not bring this situation back again. I do not want to judge what the judge says.
"I got a sentence and I decided not to appeal just to get this behind me. There is no need for me to come back on that."
Wenger watched from the stands as Arsenal thrashed Southampton 5-0 at the St Mary's Stadium on Saturday to advance to the fifth round of the FA Cup.
Arsenal, who are second in the table, eight points behind Chelsea after 22 games, host 14th-placed Watford on Tuesday.