The Gunners currently lead the English top-flight title charge by four points, but some have questioned the squad's mental strength during their trophy drought
The Gunners are four points clear at the top of the table and host Hull City at the Emirates Stadium on Wednesday evening.
Critics have suggested that Arsenal will not be able to maintain their form for the remainder of the season but Wenger believes the club have a "good opportunity" to win the title.
|11/5||Arsenal are 11/5 with Coral to win the Premier League|
"When I arrived here people explained I couldn't win the title as I am foreign. Everybody has their own logic. I just think you win the title through your quality.
"If we didn't win for eight years it is because we weren't good enough in the important moments of the season. We have a good opportunity to show we are good enough [now] so let's take it.
"The only thing that is changing is not our minds, it's your mind, because until now you never ask me about the pressure because you always thought it was an accident that we are [top] and it won't last.
"Now that it's lasting a bit longer, you start to think: 'we have to consider them a bit more seriously'. You start to think is it a pressure for us? No. We just continue to play well and that's the pressure we have - the desire to play well."
Wenger admits that setting the pace can bring more complications than for those who are part of the chasing pack, but has no qualms regarding his crop of players after seeing their togetherness and spirit on the pitch.
"You have a bit less to lose when you chase it, but we have been in both situations," he said. "You have to focus on playing well and on the quality of your game, and the enjoyment of playing together, and forget about the match.
"The pressure is the pressure. But you have always a kind of pressure as you want to win."