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."
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."
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