Wenger will be serving the third of a four match touchline ban at Stamford Bridge.
The Frenchman sat in the directors box for the matches against Southampton and Watford.
Arsene Wenger in the stands for Arsenal against Southampton
Sat, January 28, 2017
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The best snaps of Arsene Wenger in the stands against Southampton
But the London Evening Standard say Wenger will be with Blues supporters in the middle tier of the East Stand.
It is said the Arsenal manager will be flanked by the club's own security in a bid to avoid any problems.
Arsene Wenger was in the directors box against Watford
The report says arrangements are being made for Chelsea stewards to escort Wenger to and from his seat.
After Tuesday's surprise 2-1 defeat to Watford, Wenger was reluctant to say whether his absence on the touchline influenced the result.
"I don't know, it's very difficult to know, it would be an excuse," he said.
Arsene Wenger was sent off by Jon Moss
"We prepared for the game well. We were warned that Watford would come and make it very physical. Looking at the preparation, I have no basic regret on how we prepared for the game.
"Did we think subconsciously that we could just turn up and it will work? I don't know.
"But from the stands, I agree with you that our first-half was not at the level that we wanted."