Arsène Wenger said last night that his Arsenal team can still win the Champions League as they prepare to face Milan at San Siro tonight in the first knockout round with this and the FA Cup their only realistic hope of a first trophy since 2005.

Wenger's team and Chelsea are the only English clubs left in the competition, and Arsenal return to the stadium in which they triumphed four years ago to eliminate the then holders, Milan. Arsenal last reached the semi-finals three years ago and have not been to the final since 2006, the only time in their history they have reached that stage.

Asked whether his team could still win the competition, Wenger said: "We are concentrated on every game we play. We do not choose the games. We are Arsenal Football Club and we just try to win the next game. Is it FA Cup, Champions League or Premier League? I believe it is important we are strong everywhere.

"If I would think we have no chance to win the game I would stay at home. I don't like to waste my time and I believe that is what makes football interesting is that you can win everywhere. We have shown we can win everywhere and I have full confidence in this team that we can do it."

Wenger has the usual injury concerns, with a decision to be made this morning on whether to throw Kieran Gibbs straight back into action for the first time since 16 October.

Per Mertesacker is out with an ankle ligament injury that could rule him out for the rest of the season. Wenger once again urged patience on the rehabilitation of Jack Wilshere from a stress fracture to his ankle.

Tonight will be Thierry Henry's last game for the club as his loan from New York Red Bulls comes to an end, and Wenger admitted he was sorry to see the club's record goalscorer leave.

"I am very sad to see him going," the manager said. "I wanted to keep him for two weeks longer but I accepted this agreement at the start. We didn't expect him to be so important for us when he signed but he grew into the team very quickly and his talent on the pitch is still much sharper than I expected it to be after having been out in the States."

Asked if Henry, who has scored two goals since returning to the club, could make a winning contribution in Milan, Wenger replied: "He can do it again. If needed, he can help us, especially on a territory where he will be highly motivated."

There were major concerns about the state of the pitch at San Siro last night, with Wenger particularly worried. He said: "They relaid it on Monday, we're playing Wednesday. So it's terrible. Out of respect for the supporters it should be a better pitch. I think they wanted to make the pitch better but they've made it worse. They told me it will be much better [tonight]. It has been relaid down the flanks very recently and you know what it is like when you have just laid a pitch like that. It takes time to settle and become flat. At the moment, it isn't."

Wenger said that he had watched a recording of Tottenham's win at San Siro last season but was sparing in his praise of his north London rivals that night, claiming that they had "caught them [Milan] on the break" with Peter Crouch's winner, having been dominated otherwise.

"Milan had a lot of the ball and Tottenham caught them on the break at the end of the game. You never decide when you break, you break when you can. It was a game which was vastly dominated, especially in the second half, by Milan.

"We will not decide at the start of the game that we will sit in our half, if we have to, like Tottenham did, and then try to catch them on the break. At the start we will try to get out of our own half and try to get up there and play. Spurs won the game when they were dominated, but that is football today."