Pep Guardiola’s side piled even more misery on Arsenal having beaten them in the Carabao Cup final just a few days ago.
Goals from Bernardo Silva, David Silva and Leroy Sane in the first half handed the Blues all three points but the story was all about Arsenal for all the wrong reasons.
Fans avoided the game with hundreds of empty seats in the stands and it was hard to argue against them.
The Arsenal players were found wanting against the best Premier League team this season and looked out of their depth at times.
Pierre-Emerick Aubameyang saw his penalty saved by Ederson with the score at 3-0 but the result was a mere formality at that point.
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They are now 10 points adrift of north London rivals Tottenham in fourth place with their only hope of salvaging the season being in the Europa League.
But despite the ever increasing pressure on his job, Wenger remained adamant he can still turn the club’s fortunes around.
“Yes of course [I have confidence in myself],” he said.
“The confidence comes from the fact I have done it before.”
And the Gunners boss has called on his players to stick together to help pull through.
“We focus on the performances and when the pressure is on like, usually strong organisations unite,” he added.
“You have to stay together and focus more than ever.
“You think you want people to be euphoric when you are 3-0 down? Certainly not.”
Pep Guardiola offered some kind words for Wenger in his post-match duties, suggesting the Frenchman has Arsenal’s best interests at heart.
“He knows my admiration of him,” Guardiola said.
“We fight and play many times at Barcelona, Bayern Munich and here in the Premier League.
“I know all the managers can be in that situation.
“I’m sure he is going to take the right decision for him, for the players, for the club.”