Marega, a former Vitoria player, scored Porto's winning goal on the hour at Estadio Dom Afonso Henriques on Sunday before attempting to leave the pitch after receiving abuse from the stands.
The 28-year-old Mali international was prevented from doing so by colleagues and Vitoria players before eventually being substituted by Porto coach Sergio Conceicao, who described the incident as "unfortunate".
Marega had been booked for his goal celebration when he pointed to his skin. Objects were thrown in the direction of Marega, who displayed his middle fingers to supporters as he departed down the tunnel.
Former Netherlands and Milan superstar Gullit told Omnisport: "Normally if a player gets kicked in my team you want to protect him. I didn't see this protection from his own team. I didn't see it from the opposition. I didn't see it from the coaches.
"That's something that needs to happen. You have to take a stand with each other.
"It's affecting the industry of football totally. Then you come to the authorities – they have cameras and everything in the stands. They can pick out who did it, get him a life ban so they can never get back into the stadium."
Gullit, who experienced racism in his playing career, added in a news conference at the Laureus Awards in Berlin: "It shouldn't be just the responsibility of the player himself but for everybody there who was involved in that game and that is the little bit I am most disappointed in."
"Of course you are against it because it's violence, basically," Wenger said. "We have enough modern tools to identify people who do it and to punish them severely and ban them from going to the games. That is the first step that has to be made."
That thought was echoed by former Real Madrid, Milan and England boss Fabio Capello, who said: "You have to find the people that shout because some fans go to the stadium for this.
"They like to do this, and we need to find these fans and ban them from stadiums for life, not for two or three games."