The French boss has seen the Gunners fall eight points behind league leaders Leicester and the team can not afford any further major setback with just nine Premier League games remaining.
Wenger was happy his side were able to come from behind to snatch a point in the north London derby on Saturday but admits his players' progression could be stunted should the atmosphere turn again.
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“I prefer that the fans are happy but I’m more worried that it can get to the players’ confidence level,” he said. “I feel we have shown a great response as a team that we can deal with that.”
He added: "You can feel sorry for yourself or respond straight away next game – that’s why I think the group is healthy and there’s a good mentality.”
Captain Per Mertesacker echoed his manager's sentiment regarding the players' state of mind, and hit back at those questioning their title credentials.
"For a team with ‘low confidence’ and ‘no belief’ we played pretty well,” he said.
"I think we have shown great character. We criticise each other enough in the dressing room and we demand a lot more from ourselves than just playing like we do not care. We meet every day and speak a lot with each other. The first 15 minutes were absolutely amazing. I have never played in such a demanding game.
"I think we turned up very aggressively. You could feel the pressure. I think it’s a good start to an interesting end of the season.”