The Frenchman has defended his record at the club, saying many other teams have also narrowly missed out on league titles and insists his men usually finish the season strongly
The Gunners have earned an unwanted reputation of notoriously faltering at pivotal stages of the season as they look to win their first Premier League crown since 2004.
Arsenal are in another promising position this term, five points adrift of leaders Leicester City, with a game in hand against Manchester United on Sunday.
And Wenger feels the Londoners are in a much better place to end their Premier League drought.
"We have lost once or twice the championship but you could say that about Manchester United as well, and any team," Wenger told reporters.
"We usually finish strongly in the second part of the season."
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Arsenal's biggest collapse came in 2011, when they were second and four points behind United in February, only to fade away and finish 12 points adrift in fourth position.
Yet Wenger feels his side have moved on from any past heartbreak.
He said: "This is a team that’s very hungry. They want to win and I think they’ve shown that in the FA Cup in the last two years.
"This team wants to do well and is very conscientious and my job is more to relax them a little bit.
"They do not look at what happened five years ago, they look at what is in front of them. It’s certainly top, spirit-wise."