Club taking every competition seriously
The Gunners last lifted silverware with the FA Cup in 2005, and the Frenchman is now coming under increased pressure to deliver results. This desire has seen near full strength teams selected in the League Cup this season, with Newcastle United thrashed 4-0 on Wednesday night.
Speaking to reporters after the game, Wenger stated the importance of building momentum to stand a chance of being able to add to the Emirates trophy room.
"I said to the players we will go for everything we can, as simple as that," Wenger was quoted as saying by skysports.com.
"And not really specifying one more than the other one that's why I believe we are on a good run and we want to keep that going.
"It's important to keep it moving no matter what competition it is. That's what we want to do.
"We are doing well in the Champions League and we have done well so far in the Carling Cup and we are back on track in the championship so it's just all movement.
"I believe we have a squad good enough to go forward with trophies, that's why I think: 'OK let's go as far as we can'. If needed we can still always choose later but at the moment it is important for everybody to think we go for everything we can."