Wenger's side travel to St James' Park knowing that victory will secure them Champions League football for a 16th consecutive season, even if Tottenham beat Sunderland.
And the Frenchman, who is pleased to have the initiative going into the final day, believes his men can challenge for the top places next season.
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The Gunners trailed rivals Spurs by seven points following defeat in March's north London derby, and Wenger has hailed his squad for making up the gap in recent weeks.
"Having been seven points behind, we are happy [the race for a top-four finish] goes to the last day," he added.
"I said that to the players, that we would have a great second half of the season. It's always down to mental strength in our job and we responded. I must give my players huge credit.
"The pressure is big but I always say the worst thing in my job is to play games without pressure. It's boring."
Newcastle boss Alan Pardew risked the wrath of Tottenham last weekend when, after securing his side's Premier League safety, he claimed that he did not care if Arsenal won 4-0.
But Wenger believes the Magpies will put up a fight, and that their manager's words came out in the heat of the moment.
"I take it as the relief of being safe, then the reality kicks in. You have take a bit of distance with that," he added.
Wenger also admitted that Mikel Arteta will face a late fitness test ahead of Sunday's game.