Wilshere was snapped with a cigarette outside a London nightclub following the Gunners' 2-0 Champions League victory over Napoli on Tuesday.
"Well, I disagree completely with that behaviour," Wenger said.
"I need to have a chat with him about that. (What I say) I will leave between him and me.
"When you're a football player you're an example, and you don't do what damages your health.
"You can damage your health at home - you can smoke or drink at home - and nobody sees it, but when you're out socially, you damage your reputation as well."
Wilshere, who has made a slow start to the season after a long lay-off with an ankle injury, has been outshone in midfield by Aaron Ramsey and new boy Mesut Ozil so far this term.
But Wenger insists the England international remains central to his plans.
"Wilshere is a very important player here, my future plans have always been built around Jack," the Frenchman added.
I'm not a smoker, but I have repeating dreams where I am. Sometimes it's a cigarette, sometimes a cigar. I do feel genuine regret when I'm doing this, in my dream. How do I stop?- kireca