The League Two side have won seven straight shoot-outs while the Gunners have not won at Bradford for 90 years, most recently drawing 1-1 at Valley Parade in 2000.
“We have to win the game in normal time. They have gained confidence in these types of competitions, and confidence plays a big part in that,” said Wenger.
“They are a force in their league, they are a team who plays very good football. We take them very seriously, they are very efficient on set pieces, so we will have to be very strong on that. Of course we want to take our chance and go through to the semi-final.”
Wenger has vowed to field a strong side, however striker Olivier Giroud is ruled out with a back complaint and winger Theo Walcott remains on the sidelines as Arsenal aim to progress to the last four and end their eight-year wait for a trophy since lifting the 2005 FA Cup.