Arsenal have gone nine years without a trophy but would go close to ending that barren run with victory over defending champions Wigan in Saturday's semi-final.
Champions League qualification has always been Wenger's top priority ahead of the FA Cup and League Cup.
But with pressure mounting on Wenger after Arsenal slipped out of the Premier League title race, the Frenchman now appears content with winning silverware via one on England's domestic cup competitions.
"The Champions League was vital for us until now and, for me, at the start of the season the minimum requirement," said Wenger, who is out of contract at the end of the season.
"But don't imagine I sacrifice every day of my life not to win a trophy. Everybody fights for that. We all play to win something. If you are in the FA Cup everyone can dream of winning it at the start of the season.
"The championship ... only seven clubs can dream of winning it at the start of the season. A cup is a dream open to everybody and that is the beauty of the FA Cup.
"We are back at Wembley and it's great. It's an important competition. You know we will not fight for the championship any more (this season), so it’s the only competition."
Arsenal's last trophy came in 2005 courtesy of their triumph over rivals Manchester United in the FA Cup final.
