But Wenger does not challenge the theory that United have been "a bit lucky" so far, and he suspects United will not be thinking about matching the Gunners' achievement quite yet.
Red Devils boss Sir Alex Ferguson admitted United "stole" a draw at Aston Villa in November, when they fought back from 2-0 down to take a point, and the Scot's side have found wins away from home hard to come by, drawing eight of their 10 fixtures on the road.
United top the table from neighbours Manchester City heading into the weekend, and face Birmingham at Old Trafford tomorrow, looking to stay on target for an undefeated league campaign.
Wenger said, according to The Guardian: "Do you ask me can they still do it?
"Certainly, because they have not been beaten yet. Have they been a bit lucky until now? Certainly, but we'll see. I don't know more than you.
"You really think about winning the championship but with five games to go, you think about: 'Oh, we can add something to that'. That's what happened with us. But you don't think about that with 16 games to go."
United will have 16 games to play after Saturday's tussle with Alex McLeish's men, while Arsenal, currently two points off the leaders' pace, will have 15 remaining after their game against Wigan at the Emirates Stadium.
Wenger said: "What is important is to beat Man United and we will only have the chance, with the run that they are on, if we do exceptionally well until the end of the season.
"So I focus more on that, knowing that they have a difficult schedule as well. If they have five games to go and they are still unbeaten, come back to me and I'll say 'Now, they can do it'."
