The London club sit four points clear at the top of the Premier League table following a fine start to the season, but face a tough task against an in-form Everton team.
Indeed, Everton are unbeaten in their past seven league outings, and ended a 21-year wait for a win at Old Trafford when they beat Manchester United 1-0 on Wednesday.
Wenger has been impressed with the job Roberto Martinez has done since taking over at Goodison Park in June.
And the Frenchman is adamant Arsenal will not take the Merseyside club lightly.
"He (Martinez) has done remarkably well because they have had some difficult games," he said.
"They have played many of the big teams in the league and overall are in a very strong position.
"They have just come out of a win against Manchester United. We are lucky this season a little bit, because there is always a big warning before we play against these teams when they have exceptional results. That keeps us on our toes. We know it is a big game.
"I don't think there is a danger (of becoming complacent) because we are hungry, we want to win, and we have just put a few results together that will make us more ambitious, but as well conscious that in every single game you need to put a top-level performance in.
"It is a continuity as well because since the beginning of 2013 we have been quite consistent in our results, but now we have a big week in front of us starting with Everton and we have to show we have the hunger and the quality to do it."
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