The Gunners have slipped to third following the heavy loss to Manchester City and has called on his squad to prove its championship worth against Chelsea on Monday.
Wenger's side was beaten 6-3 at Manchester City last week, and go into Monday's home clash with another title rival Chelsea in third place in the Premier League behind leaders Liverpool and second-placed City.
A victory against Jose Mourinho's men would lift Arsenal back to the top of the table, but Wenger has failed to beat the Portuguese in nine previous meetings. Still, Wenger is confident in his squad's title credentials.
"At the moment everybody still questions us, even more after our defeat at [Manchester] City," Wenger told reporters. "But I see the game at City the other way round, that we can have even more belief after the game at City. People are only keeping in their mind the big matches that we lose, but we have won some big games.
"What is at stake is if you want to win the Premier League, you want to win the big games at home. It is as simple as that."
Wenger has won a trio of Premier League titles since arriving in England in 1996 and claiming a fourth crown a decade after his third is top of his priorities this season.
"It is not [about nine seasons] without winning a trophy, it is without winning the Premier League," he said. "If you win the [Capital One] Cup, it does not change anything. It is the Premier League that is the most important thing."