The Gunners have struggled on and off the pitch, with results, performances and transfer business causing unrest.
Arsenal signed just two players this summer in Alexandre Lacazette and Sead Kolasinac, while offloading a host of others.
They failed to land £92m target Thomas Lemar on deadline day and forced wantaway Alexis Sanchez to stay.
Meanwhile, a late comeback at home to Leicester has been followed up by defeats away at Stoke and Liverpool.
Fans have been left less than impressed as they feel another season is already falling apart.
However, Wenger insists success can be achieved with support - but Arsenal will fail with the fans against them.
“People make their minds up very quickly and you forget how good you are – much quicker than you think,” Wenger told beIN SPORTS.
“We must continue to believe in our strengths and not to forget.
“And ours fans as well, to have a successful season we need our fans.
“Our fans can say 'our squad is not good enough' or 'we are not good enough' and think 'OK, we have no chance this year' – that will not work.
“We want our fans to be behind us in this moment even if we are very sorry for what we delivered but to have a successful team we need to have that.
“Let’s not forget, not one and a half months ago we won the FA Community Shield and the FA Cup in a very convincing way with the same players.
“It would be absolutely stupid to say today that we give up in the race for the championship.”
Arsenal will need fans onside when they return to action after the international break against Bournemouth on Saturday (3pm) at the Emirates.
