Wilshere was pictured with a cigarette outside a London nightclub in the early hours of Thursday morning as players wound down following Arsenal's 2-0 win over Napoli earlier in the week, when the 21-year-old had started on the bench.
Wenger, whose side head to West Brom on Sunday looking to maintain their place at the top of the Barclays Premier League, will leave Wilshere in no doubt of his responsibilities on and off the pitch.
Speaking at Friday morning's pre-match media conference, the Arsenal manager said: "I disagree completely with that behaviour.
"I don't know really what happened, so I will need to have a chat with him about that.
"There are two things - first of all when you are a football player you are an example and as well you don't do what damages your health.
"The fact is that you can damage your health at home, you can smoke at home and you can drink at home, and nobody sees it, but when you go out socially you also damage your reputation as an example."
There have been many examples of top sportsmen who smoked, such as France international Michel Platini, who is now UEFA president, while Holland legend Johan Cruyff even regularly lit up on the sidelines when he was coach at Barcelona.
Wenger, however, accepts in England the culture makes such a position untenable.
"Yes of course things are different, in England especially," he said.
Source: PA
Source: PA