The 63-year-old Gunners boss has told critics to look at the success and new stadium he has brought to the club despite working on a limited budget, and says good times are ahead
The Gunners sit 10 points behind league leaders Manchester United after 13 games, and are currently outside the Champions League qualification places - but have progressed to the last 16 in Europe.
However, the 63-year-old has asked those who have questioned his position at the club to look at the Emirates Stadium as an example of his success - and believes new sponsorship deals will drive the club forward.
"I can show you our transfer balance over the last 16 years and you would be astonished," he told reporters. "People forget we built a new stadium, that we had to go through limited resources, that we maintained the club at the top and we didn't have the money available.
"I accepted to stay and to do that. And I went through it. We maintained the club at the top and we are now going toward a period where we will be able to compete again financially with other clubs. It was an exciting period but a difficult one and you needed to be strong.
"We just qualified for 13 consecutive years in the last 16 of the Champions League and, even with all the financial resources we have now, it is not sure we will achieve that in the next 13 years."
While Arsenal's title challenge fell away last season, Wenger remains proud of their efforts - and ignores the type of criticism he received as Arsenal drew 0-0 to Aston Villa last weekend: "My job is to get the best out of my team with the potential we have.
"At the end of last season, we finished third," he added. "Honestly I don't think there was much more in the team than finishing third. At the end of the season, I want to stand in front of my mirror and think, 'I have done all I can'. That's all.
"I am not worried about me. It does not hurt at all. The players are like me. Our job is somewhere else, on the football pitch. If you have any emotional reaction, you have nothing to do in our job."
Wenger feels that Uefa's new Financial Fair Play legislation will benefit his club in the long run - and says the loss of players such as Cesc Fabregas, Samir Nasri and Robin van Persie has led him to look closer to home for loyalty.
He continued: "We are in a position where we can compete with the clubs for the transfer period. If you look at the recent years, we have lost players and not small players.
"There is only one way to show [loyalty] and that is to commit your long-term future to the club.
"If the quality is local, it is of course even better because it gives you more guarantee of stability because the players who are English are more likely to stay for a longer term than foreign players."