Wenger's men cruised into the last four of the Cup with a comfortable victory against Roberto Martinez's team, as a double from Olivier Giroud and goals from Mesut Ozil and Mikel Arteta secured progress.
The London club travels to the Allianz Arena on Tuesday for the second leg of its Champions League last 16-tie with a 2-0 deficit from the first leg.
Arsenal faces a difficult challenge to progress to the quarterfinals, although it did earn a 2-0 second-leg triumph at holders Bayern at the same stage last season, only to suffer elimination on the away goals rule.
And Wenger believes his team can take confidence into the midweek clash following Saturday's performance.
"It was important of course for us to win today to put us on a psychological front in a good mind and we can be inspired by our focus, by our desire and go to Bayern with the same spirit," the Frenchman said. "The statistics go against us at Bayern but let's make sure the performance goes for us, then we have a chance."
Arsenal has beaten Tottenham, Liverpool and Everton on its way to the semifinals of the FA Cup, wins that Wenger insists reflect the team's appetite for winning the trophy.
"We have had a good draw in the fact that every game has been it at home but we played," Wenger added. "On the other hand, some difficult opponents — Tottenham, Liverpool, Everton. That shows you we have taken this competition seriously."