Wenger's side were beaten 6-3 at Manchester City last week, and go into Monday's home clash with another title rival Chelsea in third place in the Premier League behind leaders Liverpool and second-placed City.
A victory over Jose Mourinho's men would lift Arsenal back to the top of the table, but Wenger has failed to beat the Portuguese in nine previous meetings while Arsenal have not tasted success against Chelsea in their last four games.
However, Wenger is confident his team can end those unwanted runs at the Emirates Stadium with a win that would prove they can lift their first title since 2004.
"At the moment everybody still questions us, even more after our defeat at (Manchester) City," the Frenchman said.
"But I see the game at City the other way round, that we can have even more belief after the game at City.
"People are only keeping in their mind the big matches that we lose, but we have won some big games.
"What is at stake is if you want to win the Premier League, you want to win the big games at home. It is as simple as that."
Wenger has won a trio of Premier League titles since arriving in England in 1996, and claiming a fourth crown a decade after his third is top of his priorities this season.
"It is not (about nine seasons) without winning a trophy, it is without winning the Premier League," he added.
"If you win the League Cup, it does not change anything. It is the Premier League that is the most important thing."
