Before the international break, Arsenal were embarrassed 4-0 by Liverpool at Anfield on a chastening day for the north London club.
It was then followed by inactivity in the transfer market in terms of incomings but several departures including Alex Oxlade-Chamberlain to Liverpool.
Wenger and the Arsenal players could expect a frosty reception when they resume Premier League action against Bournemouth this weekend.
But Wenger wants fans to lift the team and reminded them that it wasn’t so long ago that they were celebrating FA Cup success.
He told beIN SPORTS: “People always make their mind up very quickly.
“The players forget very quickly how good they are. Much quicker than you think.
“We have to continue to believe in our strengths and not forget that to have a successful season we need our fans.
“Our fans can say ‘OK our squad is not good enough, we are not good enough and think OK we have no chance’.
“That will not work. We want our fans to be behind us in this moment, even though 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,’ he added.
“What we learnt from this defeat is that we were not at all at the level that is expected from us and that we must, very quickly, show that was a complete accident.
“It would be absolutely stupid to say today that we give up in the race for the championship.”