The Black Cats are currently 16th in the league table with 37 points from 36 matches, three points above third-from-bottom Hull City and one clear of 17th-placed Newcastle United.
Sunderland have a game in hand, which is against Arsenal away from home at the Emirates Stadium in North London on Wednesday.
Dick Advocaat’s side will finish the season with an away match against Chelsea on Sunday, and Wenger expects them to retain their Premier League status for next season.
"They always find the resources to get out of relegation,” the Frenchman told BBC Sport. “Advocaat has used his experience to give them confidence.”
Sunderland have been in a similar situation on a number of occasions before, and they do know how to get out of it.
Under Advocaat, the Black Cats are playing with confidence and are also getting results. In fact, Sunderland are unbeaten in the last four Premier League games, picking up eight points in the process.
Having a game in hand certainly helps Sunderland, and they need to make the most of it. If they get a draw against Arsenal on Wednesday, then they will be safe.
That is exactly what Sunderland should aim for on Wednesday: a draw at the Emirates.