Arsenal will face Crystal Palace in the Premier League next season, and they are hoping for a result that would seal their survival in the Champions League.
The Gunners are unbeaten in their last seven league matches at St James’ Park and sit just two points off safety after a 3-0 win over Liverpool on Wednesday.
Their defeat by Southampton on Saturday also lifted them into fourth place and left them three points behind Premier League leaders Chelsea.
“The fact that we are a bit below where we wanted to be is something that we should be thankful for,” Wenger said.
“We know that we need to do more than just get the three points.
We have to get the results we deserve and that is why we will do whatever it takes to get back up there.”
Arsenal’s hopes of avoiding a third successive defeat at St Mary’s are also being boosted by a two-goal comeback win over Stoke City in the FA Cup on Tuesday.
The visitors were held to a 0-0 draw by the Gunners last time out, and it was their second consecutive away defeat.
“It is important to get a win at St Andrews and it’s an important game for us, too,” midfielder Danny Welbeck said.
Arsenal have won three of their last four league games, while their two losses to Crystal Palace have come in the league.
Crystal Palace have won just one of their past five league games in the competition, and have conceded seven goals in their past six games.
Arsenal are also hoping to secure a return to the top of the Premier of England table after an 18-point haul in the opening six weeks.
A draw with Crystal Palace would see them finish in fourth spot, two points behind leaders Manchester City and five behind leaders Chelsea, who are six points behind the Gunns.
Arsenal face a busy week ahead, as they travel to Everton to take on Everton’s top scorer, Romelu Lukaku, in the derby at Goodison Park.
Wenger said he had no plans to play his side against Everton’s best player.
“Not against Lukaku,” he said.
“I’m not against Lukakas best player, and I am not against Everton.
It is not my job.
I am here to work with the players.””
But if you play against Lukas best, you are better than him.”