Arsenal's season took another turn for the worse last Monday when they lost 3-0 to their London rivals, further denting their hopes of a Premier League top-four finish.
Bellerin was jeered by travelling Gunners supporters at Selhurst Park, but Wenger does not think that was justified, even though he concedes the 22-year-old has been short of his best form and exhibiting "bad habits" since returning from an ankle injury in December.
Wenger believes the fact Bellerin has been playing through pain has to be taken into account.
"I think yes, it is unfair, as he is guy who is genuinely Arsenal and wants to do well," Wenger told reporters ahead of Monday's trip to Middlesbrough.
"He is ready to play with pain and I think it is [unfair]. He has not come back to his level since he has been injured. I think for a while he was [still feeling pain].
"Then you get bad habits and you forget that your job first is to defend and win challenges because you protect yourself a little bit.
"Then you realise you have to come back and I think now he is trying to focus again on what is important, to defend well and afterwards he can give us that extra bit [going forward] that is important as well.
"I agree that for a while he was not the Hector Bellerin we had seen at the start of the season."
Wenger continued: "The fans want to be behind the team and the way we respond on the football pitch will decide the attitude of the fans. The fans love the club.
"It's a good period to be united and not divided. Historically Arsenal has been about that. One of our values is to be together. There's no better period of the season than to show it now.
"The players are focused and they are conscious that they want to respond [to the Palace defeat]. They accept completely that we were not at the level."
Having missed five weeks originally with the ankle problem and struggling to recapture top form since, Bellerin's expected participation in the European Under-21 championships in Poland at the end of the season does not thrill Wenger.
"It's not ideal after a long season," added the Arsenal manager. "He should have a rest and prepare for next season.
"The Spanish players love to play for their country, and I think he will go as he loves to play for Spain."