Despite taking the lead through Olivier Giroud, Wenger's men slumped to a 3-1 loss following Christian Benteke's double and Antonio Luna's strike.
|ASTON VILLA REACTION
|11/2||Arsenal are 11/2 with BetVictor to be level at half-time but beat Fenerbahce by full-time
"There's always a lot of dangers in a team as it's a human activity multiplied by 25. That means negativity can arrive quickly and spread quickly," Wenger told reporters.
"But it's the first game of the season and we want to bounce back. I believe our season will depend on how we respond to this defeat.
"What is important is to rebuild the confidence of the team before Wednesday night. That's a massive game for us but we'll bounce back because the spirit is good. We are short but we can only play with the players we have.
"Even if you go on the Eiffel Tower and you throw the money away, you have to play with the players you have."