The Gunners have not won away from home since their 3-1 victory at Upton Park against West Ham on October 6, but only Manchester City have lost fewer games on the road this season than Arsenal.
The 63-year-old believes it is their home form, rather than their away form that is letting them down so far this season and admits that they have to address it.
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"Manchester United are top of the league. They have lost three games, we have lost four. We had more draws, especially at home, that is where we have lost the points."
Wenger's side will be looking for redemption following their embarrassing defeat to Bradford City last week in the Capital One Cup, as the Gunners attempt to return to winning ways.