The Gunners looked to be out of the title race after a 6-0 humbling at the hands of Chelsea at Stamford Bridge, before gifting a point to Swansea City at the Emirates Stadium with a late Mathieu Flamini own goal in a 2-2 draw.
|66/1||Arsenal are 66/1 with William Hill to win the Premier League|
When asked how his week had been following two disappointing results, Wenger described it as "very, very bad".
He told reporters: "You go through a nightmare at Chelsea where you think you have not even been given a chance to play the game. On top of that, in the last seconds of the game, we score an own goal in the match after.
"It has been very bad and, as well, very positive because it is always an opportunity to show you have mental strength. I am very proud of my players because they have shown that.
"We have shown we can fight, that we can be united and that we can respond to adversity.
"The frustration is that we have not got the result we wanted but, overall, the performance was there from the first to the last minute and the attitude was spot-on."