The Gunners had a habit of shipping several goals to the Premier League's best last season, including six in one game against Sunday's opponent, Manchester City
The Gunners' quest for top-flight glory is entering its 11th season after finishing fourth in 2013-14, five points adrift of champions Manchester City, and the north Londoners let in a total of 41 goals throughout the campaign - the fourth-best defensive record behind Chelsea (27), City (37) and Everton (39).
Of the 41 goals shipped, 17 of those came against City, Liverpool and Chelsea - including six in one game against Manuel Pellegrini's side in December - and Wenger is aware that Arsenal can ill afford to do the same this season as it aims to win the Premier League for the first time since 2004.
"I was concerned [by Arsenal's record against the top four last term]," he told the press. "I was concerned and shocked by the number of goals that we conceded.
"Of course we were Dr. Jekyll and Mr. Hyde defensively. We had 18 clean sheets but when we did not keep a clean sheet we let them score.
"I think it was down to confidence. Overall we were quite sound defensively but we have a good opportunity to improve that."
Arsenal's run of routs against top-four teams kicked off against City, when it was trounced 6-3 at the Etihad Stadium in December. That result was followed by a 5-1 loss at Anfield in February and a 6-0 humiliation to Chelsea in March as the Gunners slipped down the table.
However, the Frenchman feels that scoreline against City was misleading as the two teems prepare to meet again in Sunday's FA Community Shield showdown at Wembley.
"Honestly, [the Man City game was] not so much damaging because we finished with 10 men and, when we looked at the game again, we had six or seven chances to score," he argued. "I took a gamble at 10 against 11, like I always do, to have a chance to come back but, when you look at the chances we missed, that was not a damaging [result].
"For us what was damaging was the two games at Liverpool and at Chelsea."