A 2-0 victory at Crystal Palace on Saturday left Wenger's side in first place after nine games, with 22 points - two more than second-placed Liverpool.
|20/1||Arsenal are 20/1 with bet365 to win the Champions League|
"It's a good feeling without any massive significance," the Frenchman said. "We always had a high level of aspiration - the only thing we can do is win our games.
"The only thing that is important is that every win makes you stronger, we have difficult games coming up. That will be a good test.
"We are ambitious; we want to do as well as we can. We want to win this title, unfortunately it is not always possible."
Arsenal face a tough run of fixtures, meeting Chelsea in the Capital One Cup on Tuesday before Premier League meetings with Liverpool and Manchester United sandwich a Champions League clash with Borussia Dortmund.