Wenger's side quickly re-found the winning formula, however, and go into this weekend's clash with Burnley unbeaten in their last four.
Getting past Antonio Conte's side - who are eight points ahead - before the end of the campaign will take a huge effort from the Arsenal squad, and Wenger intends to treat all the remaining games as must-win matches.
"For us every game is a cup final," he told a media conference.
"Yes, I see it that way as Chelsea is ahead and everyone else is fighting.
"So it is important first of all to try to make a distance with the teams around you, take advantage of points they could drop and try to get closer to Chelsea. You never know."