The Gunners manager said he prefers to deal with issues internally, and hit out at Chelsea's decision to go public with 'little proof'.
Chelsea have formally accused Clattenburg of racially abusing John Obi Mikel during Sunday's 3-2 defeat to Manchester United.
But Wenger criticised the Stamford Bridge side for the way they have approached the issue.
"I believe one of the best things in sport is it's a battle when it is on," said Wenger in the Daily Mail. "You can sort out the problems you had, especially in England, internally. If it comes to making the lawyers rich I'm not a fan of it.
"One of the great things in sports as well is tolerance, forgiveness and explanation internally and I think it should stay like that.
"It can happen that a referee doesn't behave well, I do not say they are angels, but it is always better to sort it out in the room.
"I didn't follow the whole [Chelsea] story completely [but] my opinion is just when I didn't behave well I have an explanation with the referee at the end of the game or another day, rather than going public with little proof.
"I'm not in favour of making these things public."
Arsenal face Manchester United at Old Trafford on Saturday. The Gunners have already faced Chelsea once this season, losing 2-1 at home to the Blues, but Wenger will be hoping for a more positive result against a side they will be looking to compete with come the end of the season.
The Gunners scored seven in the week as they beat Reading 7-5 in remarkable fashion in the Capital One Cup.
And Chelsea were involved in a classic of their own, eventually beating United 5-4 after extra time. The Stamford Bridge side fell behind three times during the match, but came on strong in extra time, with goals from Ramires and Danny Sturridge enough to give them the win.