The Germany international has been roundly criticised for his recent performances, and particularly during the loss to Bayern Munich after he wasted an early spot-kick
The club's record signing won an early spot-kick against the Champions League holders on Wednesday but hit a tame effort straight at Manuel Neuer.
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"He is over it now?" the manager said at his weekly press conference. "Certainly not. He apologised after the game but 48 hours is a bit short to get over that.
"It's part of the job to deal with disappointment and to show that you can respond to it.
"I don't think people are surprised that he missed a penalty because Bayern missed a penalty as well. Everybody can miss penalties.
"He has an unusual way of taking penalties but that is his way.
"At the moment, we have to let him recover from that. I had examples before with people like Dennis Bergkamp, who missed an important penalty in 1999 and refused to take any penalties after that.
"He gets a statute today so it doesn't take a statue away from you!
"Other people (who miss penalties) don't mind and they do it again."Wenger is keen to turn his attentions to the Premier League clash with Sunderland following defeat in midweek, and says that while his men can be proud of their display against Bayern they must move on.
"The players can be proud because they put in a quality performance against Bayern. We just have to get on with it," he added.
"There will certainly be changes for Saturday, that's for sure. It's difficult to adjust to playing in three competitions and physically it's very demanding."
Olivier Giroud has started the Gunners' last two matches on the bench following allegations over his private life, but Wenger hinted he could feature from the start against the Black Cats.
"He is part of the refreshment plan for the weekend," the manager continued.