Wenger was confined to the stands and banned from communicating with the dugout during the 1-0 victory over Udinese in the first leg of their playoff on Tuesday.
But Wenger passed instructions to assistant Pat Rice through coach Boro Primorac, who sat alongside the manager in the stands.
Wenger, who claimed he had permission from UEFA to give the indirect instructions, was warned by European football’s governing body at halftime that such contact was not allowed. Primorac appeared to continue making phone calls in the second half.
Wenger will now be investigated for “not abiding by the decisions of the UEFA control and disciplinary body.”
“According to the UEFA disciplinary regulations, a manager may not communicate with his team during the match for which he is suspended and may follow the game from the stands only,” UEFA said in a statement.
Arsenal said it “will be appealing this decision.” The case will be discussed by UEFA on Monday, two days before the second leg.
Wenger received the one-match ban for “improper conduct” after he made critical comments about the referee following last season’s elimination by Barcelona in the last 16 of the competition.
On Thursday, Wenger was critical of UEFA for its lack of clarity with the rules.
“It is a real concern because up to what level can you stop somebody doing his job? Wenger said on the club website. “We tried to respect the rules and the rules are set by UEFA. But, of course, it is very difficult to see where you can stop a person having an influence.
“You cannot go to the dressing room—that’s how I understand it and I didn’t do it.”