Szczesny, returning after a two-game absence due to a rib injury, looked uncertain throughout and was directly at fault for Southampton's only goal when he failed to collect a routine high ball into the box, spilling it straight to Danny Fox who duly blasted in the first goal Arsenal have conceded so far this season.
|7/1||Arsenal are 7/1 with William Hill to claim a 1-1 draw with Manchester City
He told the club's official website: "Wojciech is number one unless I change my mind. That is clear. That’s why he came back in goal.
"You cannot change a goalkeeper every time he makes a simple mistake, because then you have three bad keepers. The confidence is needed."
Wenger went on to acknowledge the role played by Vito Mannone's form in Szczesny's absence as a cause for the latter's poor performance on Saturday.
"It’s a special position where confidence is needed," the 62 year old Frenchman said. "Maybe he put himself a little bit under pressure because he knows Mannone played well at Stoke and at Liverpool. I think he played better in the second half."