Arsenal go to Brussels knowing they must improve upon their showing against Hull City in the Premier League on Saturday, when they required a last-minute Danny Welbeck equaliser just to earn a 2-2 draw.
The result left them in seventh place in the table, already 11 points behind leaders Chelsea, and they have mustered just two wins in their last nine games in all competitions.
"At the moment we are having a bad period, but we didn't lose," said defender Per Mertesacker after the Hull game, while Wenger urged his side to get back to winning ways in the Belgian capital.
"Let's focus on winning the next game
Football is made of pragmatism and realism so let's focus to go to Anderlecht and win the game," he told journalists.
Arsenal got off to a bad start in Group D, losing 2-0 away to Borussia Dortmund in their opening game last month, but they bounced back in convincing fashion in their last match, thumping Galatasaray 4-1 at the Emirates Stadium, with Welbeck scoring a hat-trick.
Six points from their double-header against Anderlecht -- the return fixture in London is on November 4 -- will have them well on course for a place in the knockout stage once again, but Arsenal are not helped by their on-going selection problems.
- Goalkeeping problems -
Mesut Ozil and Mathieu Debuchy are on the sidelines while centre-back Laurent Koscielny sat out the Hull draw with an achilles problem and Jsck Wilshere came off in that game with a leg injury, although Wenger later described the midfielder's problem as "not a lot".
In addition, with Wojciech Szczesny suspended after his sending-off against Galatasaray and David Ospina still not fit, Wenger is set to hand a start to 22-year-old Argentine Emiliano Martinez, who spent the second half of last season on loan at Sheffield Wednesday.
At least Aaron Ramsey made his comeback after a hamstring injury against Hull and Theo Walcott returned after more than nine months on the sidelines in a reserve game last week.
This game may come just too soon for the England winger but Wilshere is eager to see his colleague back in action.
"I've never played with someone before who times their runs so perfectly and keeps doing it, time after time," he told Arsenal's website.
"It's tough in a game to repeat those sprints 15 or 20 times but he does it, and it's a dream for a midfielder."
One of the leading sides in Europe in the 1970s and 1980s, Belgian champions Anderlecht have struggled in the Champions League in recent seasons, particularly at their snug Constant Vanden Stock Stadium.
A 1-1 draw at Galatasaray in their opening game was followed by a 3-0 home loss to Dortmund last time out, a result which did little for their prospects of avoiding finishing bottom of the group, just as they have done in each of their last seven appearances at this stage of the competition.
Indeed, their 1-0 win at home to Zenit St Petersburg in 2012-13 was their first at home in the competition proper in nine years, and since then they have suffered five straight group-stage defeats with an aggregate score of 17-3.
They are unbeaten domestically this season, but coach Besnik Hasi was not enamoured by his side's performance against Mechelen in a 1-1 draw at the weekend.
"The first half was the worst since I have been in charge of the team," said the former Albania international
"To say that I was angry at half-time is over the top but I certainly said to some of the players that they had been very bad."
Source : AFP