The Gunners were knocked out of the FA Cup by the Championship outfit before being comprehensively beaten by the German side in the first leg of their Champions League last 16 encounter.
But, with the north London club well placed for a top-four finish in the Premier League, Wenger insists they must maintain their focus until the end of the season.
"We had two accidents in the last two games," he told the club's official website. "We [must not let this] affect our run in the Premier League, where our future at the top level is vital.
"We play for the future, for our team at the top and to come as close to Manchester United as possible. That’s the target that we want to achieve now.
"We cannot drop points. With the battle we have in front of us, it’s important to recover quickly and we are conscious that, instead of feeling sorry [for ourselves].
"We must focus on what we want to achieve and be ready for a fight."