The holders travel to Old Trafford in good form, having won 10 of their last 12 matches across all competitions.
As well as aiming to defend the Cup, Arsenal remain in the UEFA Champions League and have their sights set on a top-four finish to ensure they qualify for that competition again in 2015-16.
"It is a big game, and every big win in a big game has an impact subconsciously in the belief of the team," Wenger said.
"It [winning the FA Cup] gave us energy because we had a few years without winning a trophy and on that front it was vital.
"This team has a good mentality because we had a slow start this season and every time when we lose a big game, you see how much the players are touched.
"I think the mentality is very healthy, they want to do well and we will be focused."
Wenger also conceded that he had prioritised other competitions ahead of the Cup in the past.
"The FA Cup was always badly positioned before the Champions League games, so you always had decisions to make," he said.
"A player who was a bit on the edge. What do you sacrifice? It was always the FA Cup in the end.
"Sometimes as well I did not sacrifice the FA Cup years before and we paid the price because we lost one or two important players two or three days before an important game."
