The English international scored twice on the night, however his first goal was surrounded by much controversy after Welbeck appeared to have dived in the penalty area to his side a spot kick, to which the striker converted.
“I will give him my honest feeling about it”
Speaking to the press after the game, Wenger said: "Do you want to accuse English players of being divers? There's two things: Was it a penalty or not? I don't know. The Italian players were unhappy with it. I can understand that, because I don't really know what it was.
"After that, Danny took the penalty in a convincing way, and I will watch it again and give my honest feeling about it. I will give him my honest feeling about it as well (if I view it as a dive), don't worry."
Arsenal make it pass the RO16, finally
Arsenal came into this game with a healthy 2-0 lead on aggregate following a good performance in Northern Italy last week, but despite this the Gunners gifted Milan the chance to claw their way back into the game when Hakan Calhanoglu opened the scoring for the visitors with a deflected long-range strike.
The Turkish playmaker’s opener was soon meaningless as Welbeck’s controversial penalty was scored just four-minutes later with six minutes to go in the first half.
Granit Xhaka gave the Gunners the lead midway through the second half when the Swiss’ midfielders long-rage effort was poorly handled by Gianluigi Donnarumma, who spilt the ball into the back of his own net after making poor connection with the ball.
Welbeck secured Arsenal’s progression into the quarterfinals three minutes from time when Donnarumma’s save on Aaron Ramsey allowed the ball to fall straight into the former Manchester United striker’s path, giving him an easy second goal on the evening.