Wenger again refused to confirm whether he will still be Arsenal's manager next season and was keen to emphasise this weekend's Wembley showdown with Chelsea will not affect his future.
Arsenal have won the FA Cup six times under Wenger's leadership and a record seventh would allow the Frenchman to go out on a high following the disappointment of missing Champions League qualification.
Wenger, however, says success would be a deserved reward for the team, who finished the Premier League season with seven victories out of eight matches.
"It will not be my last match because whatever happens I will stay in football," Wenger said.
"Would it be a nice farewell? No, what I want is to win the next game
I love to win and I love to do well for my club
I want to win the cup for my club.
"It's not about me, it's about us winning the trophy and giving everything to achieve it."
Wenger added: "I want to do it just to win the cup because I think the team has redressed very well the situation on the sporting side and it would be a good crowning of what we have done in the last two months.
"They have given so much and now they really want to win something."
Sir Alex Ferguson told Sky Sports News this week the pressure on Wenger was "ridiculous" but the Frenchman admits he is unlikely to match his former rival's 26 years in charge at Manchester United
Wenger is in his 21st year at Arsenal.
"I don't think I will match him on that front," Wenger said
"Usually the average life expectancy of a manager is 18 months so our total is quite unusual."
Arsenal are short of defenders after Gabriel sustained a knee injury against Everton and Wenger confirmed the Brazilian would be out for six to eight weeks.
Laurent Koscielny is also out suspended and Shkodran Mustafi is struggling with illness, meaning Per Mertesacker may be called upon to make his first start in almost 13 months.
There was more positive news, however, regarding Alex Oxlade-Chamberlain, who is back in training after recovering from a hamstring injury, and Alexis Sanchez, who limped off against Everton but is expected to pull through.
"Alexis needs to go through some tests," Wenger said.
"We'll see how well he comes out of that but knowing the player, his character and his commitment to the club, which I don't question at all, he will make absolutely everything to be fit for Saturday."
The Football Association has confirmed plans to enhance security at Wembley following the terrorist attack at Manchester Arena on Monday that left 22 people dead and 64 injured.
But Wenger said Arsenal would not be undertaking any special measures around the team this weekend.
"We will have our usual security
We are in the middle of it on the day of the game and the day before the game," Wenger said
"In competition you don't really realise what is happening all around, we live in our bubble, isolated from all of that
You want of course the best level of security."
Wenger also expressed the club's solidarity with the people of Manchester
"You want people to go and enjoy life and then you have people at concerts
It's absolutely unacceptable and really sad," Wenger said.
"I was in Paris on the night when (terror attacks) happened on November 13, 2015
It was a huge shock and our solidarity and compassion is completely total with the Manchester city."
Source : PA