The Gunners have failed to claim a trophy since lifting the FA Cup back in 2005, with their last Premier League title coming in 2003/04.
But with more games now under their belts, Wenger feels his current crop of players must deliver a trophy this season.
“My players don't have the excuse of inexperience any more,” Wenger told L'Equipe. “They are eager for titles. I believe they are capable, but they have to show it.
“People are always saying that we haven't won anything for five years. This is true, but we have always remained at the highest level, even during difficult periods in the club's life.”
Wenger puts his side’s baron run down to several issues, including the financial strength of their domestic rivals.
“Arsenal built a new stadium and we have to pay for that, while also building a new team which had reached the end of a cycle," he said.
“What would you say to Manchester City if they did not win any trophies this season after investing £200 million?
“To me, the main reason why we have not won anything in five years is the fact we play in the best league in the world against clubs that have unlimited funds.”
Retaining the services of captain Cesc Fabregas was an essential part of the Frenchman's summer plans, but he has also brought in additional experience in the shape of defensive duo Laurent Koscielny and Sebastien Squillaci, plus striker Marouane Chamakh.
"The plan is to continue our improvement with the strength of our team and their youth. We are eager for titles. I believe we are capable, but we have to show it."
By Luke Nicholls
