old.Midfielder Santi Cazorla spoke of his desire to win trophies with the Gunners in an interview with Abu Dhabi based website www.Sport360.com - and indicated he might consider leaving at the end of his recently-extended contract should he not be able to fulfil those ambitions at the Emirates Stadium in a side which "haven't got a winning mentality".
Wenger admits Arsenal must continue to strive for those goals as his team looks to produce a response to a faltering Barclays Premier League campaign, which has seen them facing a stern challenge from Everton to finish in the top four again following last weekend's 3-0 defeat at Goodison Park.
"When results are not (going) as well, you can always think you can improve," said Wenger, who has several injury concerns ahead of Saturday's Wembley clash.
"There is no perfect team and we will always try to improve our squad and our team.
"This season we lost key players at big, important moments of the season, but we have to just to focus on finishing as well as we can.
"We are in a position where we can still do very well until the end of the season, that is what we want.
"It is not about next season, it is about this season."
Wenger insisted it was not all doom and gloom around the club following what had been such a promising campaign.
"Let's see first how we finish, but we have the basics," said the Arsenal boss, who has yet to sign the offer of a new contract extension.
"What is important for us is we have our players back and available.
"Our main task will be to keep the team together and think 'where did we go wrong?' because there's a lot of positives in our season as well.
"We have been the league leader 17 times and we dropped off when we lost our players at the important moment of the season, that is what we don't want to repeat."
Arsenal may be favourites over Sky Bet Championship side Wigan despite the holders having knocked out Manchester City in the quarter-finals, but Wenger has something of a selection headache
Combative midfielder Mathieu Flamini must serve a two-match suspension after collecting a 10th yellow card of the season at Everton
Alex Oxlade-Chamberlain and Czech playmaker Tomas Rosicky will both be assessed for minor niggles, so Wales midfielder Aaron Ramsey is set to come into the starting XI.
Centre-half Laurent Koscielny remains out, along with Germany international Mesut Ozil and Jack Wilshere.
"We have a lot of uncertainties
It is very difficult to give you any percentage because we have Gibbs, Rosicky and Oxlade-Chamberlain all at the moment not available and we will, on all these three players, make late decisions," Wenger said.
"Certainly I will decide to start Ramsey because Flamini as well is suspended."
He added: "At the moment we have too many players out and it is important we get them back.
"(Jack) Wilshere has not started to run
I think that is planned next week
At the moment all is going well."
Wenger confirmed Lukasz Fabianski would again play in goal ahead of regular number one Wojciech Szczesny as for the other FA Cup ties, despite the 28-year-old being likely to leave in the summer when his contract expires
"You play football on your merit and your performance and he has turned up with top-level performances until now in every single game," Wenger said of Fabianski.
"When you are a professional you work until the last day of your contract
That is for me being professional
All the rest has nothing to do with professionalism."
Wenger accepts Arsenal cannot afford another below-par display in a key game if they are to stay on course for a first trophy since 2005.
The Gunners boss, however, was still troubled by the manner of his side's capitulation at Goodison Park.
"What is important after our performance against Everton is to respond well
That's where our future lies, is our capacity to respond with a strong performance and that is the next game and the next game is the FA Cup," he said.
"We have lost a little bit of confidence, you could see that against Everton because it all went bad for us
Having said that I still would like to say I don't dispute at all that we have not played well but the second goal was offside, the third goal was a foul and the goal we scored was not offside.
"It is time as well for the referees to turn up with performances when it matters.
"I don't want to complain about that because I will quickly come out and say our main focus is what we can influence ourselves - that is important.
"I just think in some games like Chelsea, like Everton the decisions went wrong for us.
"I suppose that every club could come out at the end of the season and say that
We do not want to focus on that, but specifically in our last game it was like that.
"Now, though, we want to focus on our performances."
Source : PA
Source: PA