The Cote d'Ivoire international has frustrated Gunners fans with his erratic form in front of goal but netted a well-taken opener in Saturday's 4-1 win over Reading
The Cote d'Ivoire international grabbed his second goal in as many games to set the Gunners on their way to victory against the Royals at the Emirates Stadium.
But Wenger believes Gervinho can only produce such finishes when he is full of confidence.
"Honestly, he is not a clinical finisher," he told reporters. "When he is completely relaxed, he's quite good.
"In training, he finishes well - better than when he arrived. It will get better. His finishing is linked with his psychology.
"He rushes his finishing because when he arrives in front of the goal he wants to get rid of it. The big goalscorers just pass it in and that's what he has to learn.
"Experience and calmness you can get. The big goalscorers just pass it in and that’s what he has to learn."
Wenger went on to underline the importance of creating a positive environment in order for the 25-year-old to succeed.
He added: "He wants to do well. He loves football. He is a hard worker. Physically, you cannot fault his effort. Even when he had a bad period, he’s tried very hard.
"My worry was he played in front of a negative atmosphere here so you always persist to give him confidence again."