Arsenal take on Turkish side Besiktas in Istanbul tonight in the first leg of their Champions League qualifier.
And Wenger clearly felt the need to focus minds as he strives to ensure Arsenal are in the draw for the group stages for the 17th season in a row.
Unimpressed that it needed a last minute winner from Aaron Ramsey to take care of Crystal Palace on the opening day of the Premier League season, the Gunners' boss rallied his troops saying: "We were not completely happy with our performance last Saturday and want to improve tomorrow."
Arsenal travel to Everton on Saturday before entertaining Besiktas in the second leg at the Emirates the following Wednesday.
But it is the cauldron-like atmosphere of the Ataturk Olimpiyat Stadium, the scene of Liverpool's astonishing Champions League final comeback in 2005, that is of immediate concern to Wenger.
"It's a big test," said Wenger. "We had a short preparation, and we know that in one week we have three big games. Besiktas home and away, and Everton in between.
"I have a good experience in the Champions League. I know you have to be pragmatic and realistic and just go game by games.
"Before speaking about anything else we know we have to put in two big performances against Besiktas."
Having at long last finally managed to add to their trophy cabinet with victory over Hull in the FA Cup last season and a comprehensive win over champions Manchester City in the Community Shield, there is nothing Wenger would like more than to reach the business end of Europe's elite competition once more.
Wit Manchester United facing up to a season outside of Europe only Real Madrid have spent more time in the Champions League than Arsenal.
And with the financial rewards growing ever greater - making it to the group stages is expected to swell the coffers to the tune of £50m this season - the stakes could not be higher tonight.
Not that Wenger is worrying about the cash. It is the chance to finally lead his team to European glory having suffered the pain of being a losing finalist as his side went down to Barcelona eight years ago.
"Financially it's a big game," said Wenger. "But that's not the most important thing.
"We want to compete at the top level and want to fight with the best in Europe. That's the point of this competition for us, not the financial consequences.
"What's very important is that you want to play against the best. Every challenge is different and beating a Turkish team away from home is very difficult but we want to perform at our best.
"Every game you win makes you stronger. On that front winning games helps you to gain confidence. The group still needs to grow. We're on our toes and want to produce a good result."
Arsenal will have to get that result without the steadying influence of Per Mertesacker at the back.
The German World Cup winner who has been left in England to continue pre-season after his extended stay in Brazil.
Laurent Koscielny has travelled despite being troubled by a hamstring problem but Kieran Gibbs and Yaya Sanogo are absentees.
Wenger added: "Koscielny travelled, but not Mertesacker. Laurent has recovered quite well, and there shouldn't be a problem.
"Nearly everyone who played on Saturday is fit," Wenger said. "The only one I left behind is Kieran Gibbs who came out with a hamstring problem and will be out for two or three weeks. Flamini was sick, but is here."
Besiktas coach Slaven Bilic, while full of respect for their opponets, is fully intent on leaving Arsenal fans feeling sick by grabbing a pressure lead to take to the Emirates.
"We are ready with everything for this game," said Bilic. "We know very well the opponent and have prepared well. We have a dream and we will do our best to make it happen."
