The Gunners were held to a 0-0 draw at Sunderland on Sunday, leaving Wenger uneasy about his side's credentials for Champions League qualification.
A disappointing 0-0 draw with a spirited Sunderland side on Sunday saw the Gunners miss out on the chance to climb into the top three, leaving them five points clear of fifth-placed Manchester United.
But with Louis van Gaal's men having the luxury of a game in hand over the North Londoners, Wenger admits his side will need to rediscover their best form if they are to seal a place in Europe's premier competition for an 18th consecutive season.
He told BBC Sport after the game: "We care about that [finishing in the top four] and we worry about it as well because it's a fight.
"It is frustrating because we play to win the title and the fact that we do not win it is of course frustrating."
An impressive performance from Sunderland limited Arsenal's creativity throughout tightly-contested game at the Stadium of Light, earning the hosts what could prove a precious point in their bid to preserve their Premier League status.
Arsenal welcome Norwich City to the Emirates next weekend, with the Canaries looking for a similarly positive result to aid their own relegation battle.
And Wenger claims the final few weeks of the season will see some clubs enjoy easier fixtures than others.
He added: "There are two leagues at the moment, the teams who are taking it a little bit easier - you see some games and you think you would like to play them now, the teams who are safe and are not going for Europe.
"And then you have the teams who are going for something at the front and the teams who are fighting not to go down, and they are different games."