And that was just one of a number of fine displays this campaign from the Spaniard, who overtook Jens Lehmann as the club's first-choice keeper last term.
It has raised questions of him possibly being called up by England, especially with Capello apparently yet to settle on a firm long-term fixture in goal.
David James is the current number one but, at 38, is arguably approaching the twilight years of his career, while the likes of Paul Robinson, Chris Kirkland, Robert Green and Ben Foster are also in contention.
But Wenger believes turning to a naturalised replacement such as Almunia is a viable option.
"It is down to what you expect morally and mentally from a national team," said the Frenchman. "I believe at some stage you have to observe just the rules and decide what you want.
"On the English side, for the national team, it is not so much a problem because if the guy decides to become English, he has had to observe and respect the rules like anybody else.
"Why should he then not be qualified to play for the national team?
"It is more a moral problem maybe for Manuel Almunia, because does he consider he has a chance to play in the Spanish national team or not?"
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