The Gunners secured deals for attacking talents Santi Cazorla, Olivier Giroud and Lukas Podolski this summer, but the trio have attracted criticism after the Gunners failed to score in their first two Premier League games.
However, pointing to club legends Thierry Henry and Robert Pires as examples, Wenger insisted a slow start is not indicative of what the rest of their time at the club will be like.
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"At the moment I do not want to put too much pressure on them,” he told the club's official website.
"I remember Thierry Henry arrived here and did not play before November, Robert Pires arrived here and for a few months was not an automatic starter.
"So you have to give players who have come in a bit of time to adapt to the league and continue to try to play well as a team.”
With a daunting trip to meet Brendan Rodgers new-look Liverpool at Anfield approaching this weekend, Wenger believes this month represents a defining period in their season.
"It is of course [a defining month] because we play big teams and how well you do against big teams decides your end position in the table," he continued.
"There will be some massive months coming up for us because there are Champions League games too but the good thing about them is that these (big Premier League) teams are involved in Europe as well."
After acknowledging his side's struggles in front of goal, the Frenchman insisted that the north London side's defensive record should provide some comfort.
He added: "We are used to scoring goals, so we cannot say it is not a concern when we don't score. On the other hand, at the moment we have not scored, but we know we can.
"We have also not conceded, so 50 per cent is alright and 50 per cent we want to improve. I believe that it is a big test for us but we played against two teams who restricted us to few chances and you have to give credit to them.
"They defended very well but on the other hand they didn't try to give us too many offensive problems. That is why Liverpool is a good test, because it is a team who will defend well and attack well."