Arsenal's chances of Champions League qualification through the league appear remote, with the Gunners sixth in the table, 10 points outside the top four with 10 matches remaining.
But although the Europa League winners earn a place in the Champions League - the route taken by Jose Mourinho's Manchester United last season - Wenger says Arsenal will not necessarily prioritise the competition.
"Look, I think we are in a situation where we first have to try and win the next game before making too long calculations," said Wenger, whose side have suffered successive 3-0 defeats against Manchester City.
"The game after always has an input and you always have that in your mind when you play so many games one after the other."
Jack Wilshere missed Thursday's Premier League loss to City with an ankle injury, but Wenger is unsure whether the midfielder will be fit to return at the AMEX.
"I don't know because he has not practiced," Wenger said. "I don't know.
"I will have to rest some players who gave a lot against City, for sure, because we have played a lot.
"We will see how well he recovers."
With seven defeats in all competitions since the start of 2018, Arsenal have been beaten more times this year than any other Premier League side.
But despite confidence dropping in the Gunners squad, Wenger backed himself to turn around a poor situation at Arsenal.
"I'm always ready for a fight," Wenger added. "Of course I am very disappointed but I have experienced these situations before.
"I have faced difficult situations in my life and it helps to deal with this.
"[I have] experience and desire to change things and to continue to help the team."