The Gunners boss was already in the market for extra cover at the back before learning that Thomas Vermaelen would need a minor operation on an Achilles problem.
Wenger now has only two fit centre-backs in Laurent Koscielny and Johann Djourou with Sebastian Squillaci also sidelined for up to three weeks.
The Frenchman was believed to be tracking Gary Cahill, but the highly rated Bolton defender would not come cheap and Trotters boss Owen Coyle is in no rush to sell him either.
Werder Bremen's Per Mertesacker was another viable option but the German international has revealed that he would rather remain in the Bundesliga than move to England.
Now Wenger has turned his attention to French international Mexes, who is out of contract at the end of the season.
AC Milan have already sounded out the 28-year-old so Wenger may need to work fast to secure a deal for the defender who has been at the Stadio Olimpico for six-and-a-half-years.
It's thought the Gunners could get him for a fee around the £4.5m mark after the Italian outfit opted against offering him a new deal.