Wenger, whose side were preparing for Tuesday's Group G Champions League game at home to Hamburg SV, said the Frenchman suffered the injury at the very end of the session at their London Colney base.
"We've lost Gallas in the final shot of training," Wenger told a news conference. "He pulled his thigh and will be out for a few weeks.
"It is a blow because he stabilises our defence. As well, it's a good opportunity for a young player to come and show that he's good.
"But of course, overall, we wanted him to be fit -- not only because of his quality but as well because of the number of games we have coming up...we are playing three times a week."
Losing Gallas, who joined from Chelsea on transfer deadline day in August in a swap with Ashley Cole, is a major setback for Wenger both in Europe and domestically.
Swiss internationals Johan Djourou and Philippe Senderos would be the main candidates to replace him on Tuesday, when Arsenal need to get their campaign back on track.
Arsenal, who beat Hamburg 2-1 away in a promising start in Group G, have taken only a point from their last two games against CSKA Moscow and are level on seven points with Porto.
With the Russians top on eight points and Hamburg out of the running after four straight defeats, Arsenal's campaign will go down to their final match at Porto on December 6.
Wenger said two players who missed Saturday's 1-1 draw at home to Newcastle United -- Brazilian midfielder Gilberto, who returned home for family reasons, and Fredrik Ljungberg, who lacked match fitness after injury, were ready for duty.
Dutch forward Robin Van Persie, who limped out of Saturday's game but trained on Monday, is also fit.
