The manager of the north London club hopes his side can overcome Swansea on Sunday, believing that winning the FA Cup will help to silence their critics
After the club missed out on qualifying for the semi-final of the Capital One Cup, losing to Bradford City in a dramatic penalty shoot-out, the pressure has increased on the Frenchman as he looks to bring silverware back to the Emirates.
Wenger himself has admitted his frustration with the club's trophy drought.
He told the official Arsenal website: “It bothers me [not to win trophies], of course it bothers me because I’m not here to watch other people win trophies.
“I think it is an important moment of the season for us, to strengthen the confidence of the team.
“We feel we are on a good run but how far can we go? To win in the FA Cup will strengthen us.
“For us it’s important to show continuity and consistency and the FA Cup is part of that. To get people to believe more in the team it’s important that we win on Sunday.”
Despite Wenger's ambition to go all the way in the cup, he understands that the Gunners will face tough opposition on Sunday in the light of that dispiriting loss to Michael Laudrup's side on December 1.
“They had a very good game [at the Emirates Stadium]. We have to give them a different response on Sunday,” Wenger stressed.
Swansea host Arsenal on Sunday afternoon in a 13:30 kick-off at the Liberty Stadium.