The Premier League leaders beat Liverpool 2-0 at the Emirates Stadium before overcoming Borussia Dortmund 1-0 away from home in the Champions League on Wednesday.
Despite losing 1-0 against Manchester United at Old Trafford on Sunday, Wenger feels that his side showed again how far they have come.
"I feel that the team has grown, has moved a step up and the [United] game has reinforced my belief," he told the club's official website.
|7/2||Arsenal are 7/2 with BetVictor to win the Premier League|
Wenger was disappointed by the defeat against the champions, with former Gunners forward Robin van Persie's 27th-minute strike settling the match, and wants to see a reaction from his charges after claiming that they should have taken three points at Old Trafford for the first time since 2006.
"When we started to play, we dominated the game completely and were unlucky not to score in the second half," the Frenchman observed.
"I hope that everybody is full of rage, basically, against ourselves because it's unbelievable to lose a game like that.
"Maybe because we haven't won for a while [at Old Trafford], we were just not ourselves in the first half. In the second half we should have come back - we were honestly unlucky."