The manager insists talk of season-defining disappointment has been exaggerated, despite recent cup exits during the month.
During the last two seasons, the Gunners have been eliminated from the FA Cup and Champions League during the month. They face Liverpool and Bayern Munich in those competitions on Sunday and Wednesday, respectively.
But Wenger insists talk of a collapse is hyperbole, with the club consistently qualifying for Europe's premier club competition, but admits to some "big disappointments" over the years.
"People say we collapsed and crumbled — we never collapsed," he told reporters. "We had some punctures and disappointments but, if you collapse, you finish 10th in this league. We never crumbled, we always finished strong and, if you look at the number of points we took at the end of the season, you will see that we never collapsed, despite some big disappointments.
"We went out twice against Barcelona, once against Bayern on the away goal, we have not been very lucky with the draws in the Champions League. I think we have done quality until now and that we just have to continue to focus on the quality."
Sunday's FA Cup clash is Arsenal's sixth game in February, which has also included a 5-1 loss to Liverpool, and Wenger feels the fixture congestion could aid his side's preparation for the match.
"Somewhere that helps us not to focus too much on them. It will be time enough to do it on Monday and Tuesday and overall a game of that stature, the players are always thinking about it," he said. "I think for them, having played us last year, they will think about it as well because they were in the end insecure.
"How they are better? I don't know because they won the Champions League, the championship, the cup and the world championship. So I don't know what they can do more. But they will lose [eventually], don't worry."