"The team has certainly been deeply affected by all the negativity and also by the fact they are highly focused to do well," Wenger explained to the club's web site.
"They have fantastic focus and they want to do well, but sometimes that can be a bit inhibitive. I think it's mainly down to that."
The Gunners have made lackluster starts to a series of high profile league games, going two goals behind against Manchester City, Chelsea and Liverpool in recent weeks, before attempting a comeback.
The 63-year-old says he is working hard to try and solve the problem to get his side to perform for the entire 90 minutes.
"Somebody told me that we are second in the league on our second half of games, but 13th in the first half,” Wenger said.
"That can only be psychological because you do not become a good football player in the second half and bad in the first half.
"I believe it's important that you just purely focus on the technical side of your game and forget about who you play. Just enjoy playing."
Arsenal is at home to Stoke on Saturday but go into the match with only one win in its last five league games.