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Chelsea lie two points behind Premier League leaders Arsenal and have played United twice this season.
However, United still have to play the Gunners and fellow title-chasers Manchester City again this term.
"Maybe the rules should be adapted for more fairness," said Wenger.
"It opens up questions about the dates of this transfer window."
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Mata could complete a £37m deal on Friday, joining a United side that are 14 points adrift of the Gunners but who could still have say in the destiny of the title.
They travel to Arsenal on 12 February and are yet to welcome City to Old Trafford.
"If you want to respect the fairness for everybody, that should not happen," added Wenger.
Spaniard Mata's potential deal with United comes after David Moyes's side lost 3-1 at Stamford Bridge on Sunday, the second time they have played Chelsea in the league this campaign.
"Some teams have already played twice against one opponent and some others not," Wenger.
"I can understand completely what Chelsea are doing. They could have sold him last week."
Last year, Wenger called for clubs to be limited to signing only two new players in the January window.
Despite being linked with Schalke's Germany international midfielder Julian Draxler, and losing Theo Walcott to a season-ending injury, Wenger described his chances of adding to Arsenal's squad during the current transfer window as "very unlikely".
But he added: "If something exceptional turns up we will do it, but not everyone will strengthen - they buy, but that does not always mean strengthen."

Planned work at Saltdean Lido was halted last month after it was found an old substation had been removed.
Campaigners asked Brighton council to lend them £70,000 for a new one but the council said it would lend £10,000.
Saltdean Lido Community Interest Company (CIC) had wanted to avoid fundraising delays to the work, but is now selling bricks for a Wall of Fame.
People can pay to adopt bricks which will feature their message or name on the wall to be built early next year.
Spokeswoman Bridget Fishleigh said the old substation had mysteriously vanished and no-one could account for its disappearance.
She said campaigners could find no photographs to prove it was ever there but they did find cables.
They have said the lido will remain a building site until money is found.
The CIC has raised £2.8m in grants and is working on a £4.8m lottery bid but Ms Fishleigh said allocated funds could not be reallocated under grant procedures.
"We're reaching out to our supporters to help us with this because without power we wouldn't be able to test the pool and we certainly wouldn't be able to run it," she said.
The Wall of Fame will have 2,500 bricks and campaigners are urging people to buy them as Christmas presents.

Loch Glascarnoch near Garve supplies water to Mossford power station.
A road that used to link Inverness and Ullapool, two bridges and part of a telegraph pole have been visible and were photographed by Calum Maclean.
Glascarnoch and its dam form part of energy giant SSE's Conon hydro electric scheme, which involves six dams and seven power stations.
The dams and power plants were built in stages between the 1940s and 1960s.
A new road to Ullapool was built to replace the one lost under Loch Glascarnoch.
SSE said the water level of the loch had been lowered for operational reasons.
A spokesperson said: "As we head into the winter we've pulled the level down because the rain we usually get in October and November can raise the levels up by as much as one metre a day."
Arsenal boss Arsene Wenger says Juan Mata's proposed move from Chelsea to Manchester United raises questions about the fairness of the January transfer window.
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A fundraising campaign has begun to try to revive plans to restore a Grade II* listed lido.
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Water levels at a loch created in the 1950s have dropped low enough to reveal structures usually hidden underwater.