Samir Nasri made his Arsenal bow as goals from substitutes Nicklas Bendtner, Carlos Vela and Jack Wilshire earned them a 3-1 win at Stuttgart.
Wenger - who on Wednesday further strengthened his squad with the signing of Portugal Under-21 midfielder Amaury Bischoff - had named a strong starting XI, but it was his young substitutes who would prove the match winners at the Mercedes-Benz Arena.
There was a debut for summer signing Nasri, the first pre-season appearance by Togo striker Emmanuel Adebayor - a target for AC Milan - and the side was led by captain William Gallas.
Lehmann easily collected an attempted chip from Robin van Persie in the 11th minute, before current Arsenal number one Manuel Almunia made a smart save at the near post from Romania striker Ciprian Marica and Nasri fired a 25-yard effort over following a quick counter-attack.
Veteran Lehmann, 38, showed brilliant reactions to deny Theo Walcott from point-blank range after he was set up by van Persie.
Young Danish striker Bendtner - who bagged four goals on Monday night - was introduced for the second half, as was promising Mexican Vela, back from his loan spell in Spain, while Pole Lukasz Fabianski replaced Almunia in the Arsenal goal.
However, the Gunners were behind six minutes after the restart when Stuttgart substitute Yildiray Basturk drilled in a low strike from the edge of the box.
Bendtner, 20, slipped Vela in on the right side of the penalty area. The 19-year-old Central American held off both his marker and Lehmann before smashing the ball in off the underside of the crossbar to take his tally to four goals in two games.
Nasri's debut lasted an hour before he was replaced by Wilshere and £5million summer signing Aaron Ramsey, the Wales Under-21 midfielder, was also introduced.
Vela then turned provider for Bendtner, who nodded on a chipped pass to power into the area and stab the ball past Lehmann as Arsenal went ahead in the 65th minute.
16-year-old Wilshire - who netted his first senior goals for the Gunners earlier this week - made it a night to remember when he drilled in a left-foot shot following persistent work by full-back Gael Clichy.
Arsenal will now return home ahead of this weekend's Emirates Cup, which also includes Hamburg, Real Madrid and Juventus.
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