Wenger is under intense pressure from Arsenal fans as his side sit sixth in the Premier League table, with the 67-year-old 'very clear' over his future despite refusing to reveal whether he will sign the new two-year contract on offer at Emirates Stadium.
Vieira was the driving force behind Wenger's glory years, leading the Gunners to three league titles and four of the six FA Cups the coach has lifted in England.
Now the coach of MLS side New York City FC, Vieira told Copa90 that he is still a fan of the Gunners and the style Wenger has implemented in north London - despite their recent difficulties.
Asked about the situation at Arsenal, Vieira replied: "I'm always gonna be a big Arsenal fan. The nine years I spent there was the best nine years of my football career.
"I'm like the fans, of course you're watching the games, you feel a little bit disappointed because you've seen talent there not managing to win the games or the way they concede goals, it's quite frustrating for the fans.
"But at the same time, I look at them play and I still enjoy watching Arsenal because they play some really good football.
"Of course they are missing something, but I enjoy watching Arsenal play football."
When questioned about the current debate over Wenger's future, the 40-year-old adapted Barcelona's 'Mes que un club' slogan to suggest that Wenger has succeeded in revolutionising the club as Barca did in the days of Johan Cruyff.
"It's a difficult one, it's not just about Arsene but coaching in general. Now I'm into the other side I do understand how difficult it is.
"As a coach you're controlling the players you bring, what's going on on the pitch, the decisions you're making, but I think when players are on the field they have to take responsibility.
"It's really difficult to say 'Wenger in' or 'Wenger out' because I don't have all the information to make that decision, but it's important for players on the field to take responsibility because losing games - yeah, a manager is the first one - but at the same time, players have to look at themselves and see if they give everything for the football club.
"I don't think at Arsenal that every single player can say that they've been giving everything for this football club, for the shirt that they're wearing.
"The manager is always going to be the target, but you have to look at what Arsene did for the club in the last 20, 21 years.
"What the club was before and what the club is now. The club completely changed. It's more than a club now.
"When you look at Arsenal, they have an identity the way they play, the philosophy, it's been like that for the last 20 years and then of course you want to win as a fan, but look at the identity and the philosophy that Arsene brought to this club.
"This is sometimes more important and bigger than just winning trophies."