The manager is happy with the unity in his squad after the win over Liverpool, but hopes to avoid mental relaxation from his players in the crucial Champions League game
The Gunners face an all-important Champions League tie in Germany, just four days after beating Liverpool 2-0 to open up a five-point lead at the top of the Premier League table.
Victory at Westfalenstadion is key if Arsenal is to keep pace with its Group F rivals, with the two sides and Napoli all level on six points after three games, and Wenger hopes his squad can stay focused.
"We passed [the test against Liverpool] in a convincing way," Wenger told the club's official website. "The focus of the team and the togetherness you could feel from the outside. Let's enjoy it, take a lot of encouragement from it and continue to develop as a team, but as well we must be cautious and be on our toes ... so let's make sure we continue to grow and do not think 'Okay let's have a little breather'."
Arsenal are likely to be without Jack Wilshire and Keiran Gibbs for Wednesday's clash, the pair suffering from an ankle injury and calf concern respectively, which could see former Dortmund midfielder Tomas Rosicky start.
The Czech Republic international, who played 145 times for the Bundesliga side before moving to north London in 2006, is confident of building on the Gunners’ bright start to the season.
"Of course we would like to stay there on top of the league, it's a good feeling to be there, but it's too soon, it doesn't mean a lot at this time," Rosicky said. "But it is not a bad feeling, I have to admit, and I would like to stay there."