The Frenchman also claims he was pleased with the performance of his Gunners team in their 1-1 draw at Everton on Wednesday night, praising his side's effort and spirit
Theo Walcott gave the Gunners the lead inside a minute at Goodison Park only for Marouane Fellaini to bring the hosts level and the two sides had to settle for a point each.
However, after a summer of change at the Emirates and Wilshere's long-awaited comeback to the team, Wenger believes improvement is the next logical step.
Speaking to reporters after the match, he said: “That's our job [pushing on] now, you know. We have built a new team, we now have Jack Wilshere back and hopefully we can go from strength to strength.
“But we have the spirit. We need some overall improvement in the final third, but overall, when you have the spirit, you have a chance.
“We have to show that now, we have to be consistent.”
Wenger also praised Arsenal’s spirit and effort despite failing to hold on to their lead, noting that the team have had three matches in the last week, yet they still competed with the Toffees.
“Overall we had a good physical intensity,” he said. “We had a good start and after that I feel Everton came back in it. We have regrets over the goal we conceded but overall I believe that 1-1 is a fair result. It's a good point here and it was a game of remarkable intensity.
“We needed to show great spirit today to get away with a point because they were up for it and overall I can say I am only pleased with the effort we have put in the game.
“We played last week in the Champions League Wednesday night, Saturday at Villa, today at Everton, we have to give a lot and we have some players who play on the edge and, hopefully, we recover for Saturday.”
After a tough start to the season, Wenger is hopeful of a much easier period, with trips to the Manchester clubs, Liverpool and Everton all now out of the way.
“We hope so [to have an easier few games],” he said. “When you look at the moment in the Premier League we have played 14 games, 8 away now, we have played at Liverpool, at the two Manchester clubs away from home so of course if we play well and make the results at home, we have a chance to come back.”Wenger also revealed that Walcott picked up a knock in the second half and that Laurent Koscielny could be out for three weeks with a calf injury.