The 65-year-old faced further scrutiny on Wednesday evening after the Gunners crashed to a 3-1 defeat at home to Monaco in the Champions League, leaving them on the brink of an exit at the last-16 stage for the fifth successive campaign.
"I have exactly the same pressure [as other managers],” said Wenger. “I want to win football games and it is a huge disappointment not to win it [against Monaco], but that is also part of the game.
"It is true that in the last four years we have not progressed (into the Champions League quarter-finals) and that is why this result on Wednesday is so disappointing.
"Everything went against us as well on the night - and after that you get always slaughtered, that is part of it."
Arsenal are aiming to get back on track on Sunday when they host Everton, and a win would put Wenger’s men back into third place, one point ahead of Manchester United.
Asked what Arsenal could achieve this term, Wenger replied: "Let's wait until the end of the season, we have 48 points today. We will see at the end of the season.
"We have massive games in front of us and we have played two times away from home more than at home [in the Premier League], so the way we play at home is vital.
"The reactions today are always very emotional, but life is not always on a high.
"You have to go through lows and highs, and at the end of the day it is about how consistent you have been in response to disappointments that makes your life."