Despite the "unlucky" 1-0 defeat to Manchester United, the Gunners boss is pleased with the strides that his side have taken this season and hopes to bounce back quickly
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 his side showed again how far it has 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. "Let's come back after the international break and have a positive game at the Emirates [against Southampton]."
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 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 said. "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."