Wenger's men were soundly beaten on their last trip to Goodison Park but bounced back to finish fourth and secure their Champions League play-off spot.
|28/1||Arsenal are 28/1 with Bet365 to beat Everton 3-0|
"We were a bit bullied. We had an off day," Wenger said, of the defeat.
"Many teams think that [they can bully us]. But we get that question many times.
"If you look at the results from the last three or four years away from home, we are the team with the best away results.
"We have young players, that means that every year they can be better and the team improves as well with success, which we had a reasonable [amount of] last year and we were consistent overall in the season.
"We have a good opportunity to show on Saturday that we have moved forward and that we are stronger than last year."
Wenger admits the most troubling aspect of their loss to Everton, in which Steven Naismith and Romelu Lukaku scored in addition to former Evertonian Mikel Arteta's own goal, was the mental fragility on show from his players, while he concedes Everton were unlucky to miss out on a spot in the top four, having finished the season with 72 points.
"Everton was a low point last season, yes. In the quality of our performance, and even more than that in mental resistance, the mental steel on the day," Wenger continued.
"It was very tight last year. We finished with 79 points and I think it's the first time since I am in England that with 79 points that you finish fourth in the league.
"You can look at the tables - that never existed before.
"Even if the Premier League was more interesting than ever last season, the top four teams took more points together than in any other year.
"For Everton, it's the first time a team on 72 points don't get in the top four. It was very difficult last season."