Wenger, however, feels United's first-leg victory in Milan had done the real damage.
"It was not a surprise," the Arsenal manager said. "Last night's game was never in doubt after the first leg, which put Milan in a position where they had to chase, go on a big gamble in the second leg, and of course Manchester United punished them.
"The decider was in the first game. In the heads of Milan, it was already all over."
Arsenal were beaten by Sir Alex Ferguson's men both home and away in the Premier League earlier this season, although the Gunners have since fought themselves right back into the title race.
Chelsea could also await in the last eight should they get past Inter Milan and former manager Jose Mourinho next week.
Wenger said: "We have not done well against Man United and Chelsea, so maybe it would not be too bad to play against them.
"We would not be favourites and would have a good opportunity to do better."