A 6-0 defeat at Chelsea last week was followed by a 2-2 draw at home to Swansea City on Tuesday, although another draw on Saturday may have been seen in a more positive light.
Manchester City were the visitors to the Emirates Stadium on Saturday, with Wenger's side battling for a 1-1 scoreline against Manuel Pellegrini's title challengers.
Chelsea's shock 1-0 defeat at Crystal Palace keeps Arsenal in the title picture, sitting five points off Jose Mourinho's men - though Wenger would have preferred to pick up a win of his own instead.
Indeed the Frenchman used Chelsea's example of exactly why his players must be at their absolute best in the final six games of the season to stand a chance of a first league title in a decade.
"Look what happened to Chelsea doesn't help us because it doesn't give us more points," he said.
"It just shows that we have absolutely to fight until the end of the season because everyone can beat everybody.
"Mathematically we are still in there, but it is not in our hands. You cannot say it is just depending on us, it's not realistic maybe to say that.
"We have been consistent since the start of the season.
"Maybe if you've never played at that level, it's difficult to explain the mental insecurity that is in every single team after one or two bad results.
"For example, you have Real Madrid who went 30 games unbeaten and lost in the big game (4-3 to Barcelona last weekend) and lost the game after because the disappointment is so difficult to deal with, the pressure that is behind the team after big bad results, it's easy for nobody."
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