The FA misconduct charge relates to Wenger's behavior in the referee's changing room after Sunday's game against West Brom.
Arsenal's next game is away to Nottingham Forest in the FA Cup third round on Sunday.
"From what I've heard and seen in tunnels and dressing rooms down the years, I'm surprised and shocked to be charged", he said.
In a separate case, Wenger has also been asked by the governing body to provide his observations on what he said about penalty decisions which went against the Gunners in both their matches over the festive period.
A frustrated Wenger called decisions made against Arsenal a "concerning coincidence".
Arsenal then conceded another late penalty against Chelsea at the Emirates Stadium, as Eden Hazard went down following a challenge from Hector Bellerin. However he did question whether Jack Wilshere should have been on the pitch after he should have been given two yellow cards.
"I maintain what I said in the press conference - 100 per cent", Wenger said.
'I respect everybody's opinion. Nothing has changed. I've been in England for 21 years and I've tried to serve this game with honesty, integrity and when I have something to say, I say it. "I have the right to have an opinion".