The Gunners recorded their fourth away win of the season after Theo Walcott was brought down by Jean Beausejour on the hour, and Mikel Arteta converted from the spot.
Despite the win, however, Wenger called for more from his players as they continue to recover from a damaging run of results that threatened their place in the top four.
"It's good, but not enough, we want more," he told reporters. "I hope that it gives us a bit more belief and confidence and that we can play with a much more positive environment.
"It's an important part of the season, I would prefer to play [on Boxing Day], when the team is on a roll you want them to go out and play."
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Despite taking all three points, Arsenal were not at their fluent best on a rain-soaked Saturday afternoon as Wigan restricted their play in midfield.
"They organised to stop us playing and did that very well in the middle of the park," Wenger admitted. "We didn't find the same fluency going forward and it was much more a win because we wanted the result than because we dominated the game.
"We had chances but, especially in the final parts of the game, it was difficult for us to master possession."
Wigan manager Roberto Martinez, meanwhile, was disappointed with the penalty awarded against his side and suggested that Walcott may have gone to ground easily.
"I've seen the replay, when I saw it live it looked very soft because if there is contact it's difficult to tell," he said.
"If there is contact that doesn't mean it's a penalty, it has to be contact that stops you from staying on your feet and stopping you from finishing the attacking move.
"I thought it was very soft. If it's contact I doubt that contact would bring the player down. The player's got experience and he knew a penalty would change the game and I thought he bought the decision."
Martinez was equally aggrieved that later in the game his side were not awarded a penalty of their own for what looked to be a clear handball from Kieran Gibbs after a Jordi Gomez shot.
"Whether it's a soft penalty or not [for Arsenal], the disappointment is that in the other box you've got a clear handball," he complained.
"The ball travels a long distance and the arms are not in a natural position and that's a penalty. We're disappointed you don't see that consistency."