Along with a snap of the foursome, Wilshere wrote: "Positive week, managed to get through 20 minutes of ice skating without getting injured".
25-year-old Wilshere, who has suffered a succession of injury setbacks in recent years, is pushing for a more regular spot in Arsenal's Premier League starting line-up at the moment.
Hailing from Strasbourg, the eastern French city noted for its proximity to ski resorts, Wenger is well versed in such winter past-times and did have a word or two of caution for Wilshere.
"It's not ideal - for your balance it's not bad", Wenger said. "For a footballer I don't think it's great - it depends what you do".
"I don't know exactly [what he did on the ice]". Ice skating violently, I don't think he did that'.
Federation Internationale de Football Association ends Kuwait's suspension
The country was also banned from worldwide competitions by FIFA over alleged interference in the national football association. A new sports law in Kuwait opens the door for Kuwaiti footballers to compete internationally once more.
The depth of midfield options available to Wenger has restricted him to four substitute appearances in the Premier League.
"I would say, yes, rotating the squad has been an advantage in term of injuries", he said.
Arsenal are looking for a response after Saturday's 3-1 Premier League loss to Manchester United, a match in which they forced David de Gea into 14 saves, a league record.
Wenger added: "They have been absolute outstanding, I must say".
"In training when I play the team from the Premier League against the one from the Europa League it is very hard to predict who wins the game".
'I'm always honest, I thought he wouldn't play but when he had the tests on Friday morning, he tried and he played. There is a fight going on.
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