Following a summer of little transfer activity - where the only signing to date has been the free transfer of Yaya Sanogo - and failed attempts to lure first Gonzalo Higuain and Luis Suarez to the club, Gunners fans appeared to turn on their team after their opening day defeat to Aston Villa.
And Wenger believes the anger towards himself and the team was caused by the "excessive reaction" of the media to Arsenal's failures in previous seasons and their unsuccessful exploits in the transfer market.
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"But we have to live with that and focus on playing football well.
"We lost one game since the beginning of March. That's why it was a shock. But we won in the Champions League at Bayern Munich. We won at Fenerbahce. It is just like that at the moment.
"People always want news. We live in a world which is very interesting but very excessive. When people are not loyal, you are critical. When people are loyal, you say they have been there too long. It's always an excessive reaction. The people in charge need to keep their distance from that more than ever.
"Someone told me I have had 956 games for Arsenal. I care about this club and when we had last week's result I was deeply disappointed. This is not a personal trip. This is about doing things well for the club I love and I am happy we are back on track."
Arsenal have had a £10.2 million bid rejected for Newcastle midfielder Yohan Cabaye, but are expected to return with an improved offer for the Frenchman, who is believed to be unsettled at St James' Park.
Wenger, meanwhile, is still on the hunt for a goalkeeper and a striker, while free agent Mathieu Flamini could also rejoin his former club on a short-term deal.
"If we can gain one, two or even three more, we will do it," Wenger continued. "They [the players] want to win the league.
"They enjoy playing together and this is the first year when we have not been traumatised by losing players."