Wenger, FIFA's new Chief of Global Football Development, issued the call after football lawmakers agreed to consider new options on the communication of key decisions.
Premier League referees have yet to use pitchside monitors after 140 games and Wenger wants more consistent use of VAR in global competitions.
"That, for me, is the most important worry," said Wenger, after a meeting of the International Football Association Board (IFAB) in Belfast.
"The referee needs to have a monitor to check if he was right or wrong. He will gain in credibility, especially, knowing that the people at VAR have yet the experience to make these kinds of decisions. He has a review to see if he was right or wrong. That is important for his confidence as well."
Sky Sports News' chief reporter Bryan Swanson explains how IFAB wants to improve referees' communication with fans over their decision-making during games while they are using VAR.
Wenger would like to see every Premier League club have a giant screen to convey more detailed information about VAR decisions.
Old Trafford and Anfield do not have giant screens and are not required to have them, under the laws of the game.
Wenger said: "At the moment, you have two big clubs [Manchester United and Liverpool] with no screens. That is a problem that has to be resolved as well in the future.
"I think it's working much better than we think. You want VAR to intervene at the right moment. They are not the ones who should make the decisions but the ones who help the referees make the right decisions."
IFAB officials are considering the best options to "improve the understanding of the decision-making process."
Sky Sports News understands that one option, under discussion, would allow referees to communicate directly to supporters and explain their decisions.
This may involve supporters hearing a final decision, and brief explanation, from a referee, but fans would still be unable to listen to match officials during the decision-making process.
"I would like the decision to be explained on the screen," added Wenger.