The Frenchman has never tasted victory over Chelsea boss Jose Mourinho and that record continued on Saturday as Arsenal were taken apart in embarrassing fashion.
Samuel Eto'o and Andre Schurrle capitalised on poor defending to put the hosts two goals ahead inside seven minutes.
Things soon got worse for Arsenal as Alex Oxlade-Chamberlain handled on the line after 15 minutes to concede a penalty that Eden Hazard converted, with Kieran Gibbs bizarrely sent off by referee Andre Marriner following an apparent case of mistaken identity.
Oscar then added further goals either side of half-time and substitute Mohamed Salah also got in on the act to round off a day that must rank among the worst of Wenger's lengthy tenure.
