Wenger has come under scrutiny following the 1-0 defeat by Blackburn Rovers in the FA Cup, with Arsenal contemplating an eight successive season without a trophy.
Their most realistic hope of silverware is the Champions League, although the chances of Arsenal winning the tournament appear unlikely given they have to face the in-form Bayern in the last-16 stage, with the first leg at the Emirates Stadium on Tuesday.
Bayern are 15 points clear at the top of the Bundesliga and look imperious in defence and attack. In five matches since the winter break they have not dropped a point, scoring 13 goals and conceding none in the process.
Bayern are firm favourites to overcome Arsenal but Heynckes is refusing to get carried away and believes more respect should be paid to the English team and their manager.
"You have to take into consideration Arsenal are competing with Chelsea, Manchester United, Manchester City. Over the years they have been selling their best players and these other teams get in top world stars, so I don't think it is fair to blame Arsène Wenger for that," Heynckes said.
"Wenger, is a great coach. You can see his team has a very great dynamic about it and take away the game against Blackburn and they are fifth in the league and have played a lot of positive football in the Champions League. Against them, we will have to stand very tight in defence and then work our way forward."
Heynckes is in the final season of what is his third spell in charge of Bayern and, prior to handing over to Pep Guardiola, the former Borussia Mönchengladbach player has stated his ambition to leave the club on a high. Claiming the league title for the first time since 2010 looks a near certainty and so Bayern can concentrate on the Champions League and making up for the heartbreak of losing last year's final on home soil to Chelsea.
"I have been with Bayern Munich for two years and when you go two years here without a title you have to do something about that." Heynckes said "The important thing is that the players really have the focus and want to do something about that.
"We have improved this season and we have shown this in the league, cup and the Champions League. The Champions League is special, you play at a higher level, so you have to be very focused and have greater motivation."
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