The Germany international had claimed that the Gunners had let the title slip out of their grasp this season, and called on Wenger to spend heavily to avoid a repeat.
But the manager insisted that Arsenal could still make up the 11-point gap separating them from Leicester, and was not pleased with Ozil's attitude.
"The statement is not welcome, I agree with you," he told reporters at Friday's press conference.
"Because we have to believe, no matter if it is just one chance in 100, we have to believe. We only have a real chance if we believe.
Wenger also confirmed Ozil's comments would be discussed with the player, although he clarified he had no problem with his charges speaking their minds.
"I will make sure they don't feel that. We will talk (with Ozil) about that. Yes, of course. I have nothing against players being honest. You want to be fair and honest. But you want as a well to look forward," he pointed out.
"I think the worst thing in life is to have wrong beliefs. So you have to make sure that you give absolutely your best, and at the end accept that if somebody is better than you, that you have given your best.
"The worst thing for us would be not to believe, and then if we had a good run it was available, possible. I believe that we have to make sure that we play with passion until the end. That is the best way to get the supporters behind us.
"The stress becomes bigger but Leicester are in a very strong position at the moment. They can still lose it. The only way we can achieve that is with us performing."