The Frenchman saw his side beat holders Wigan Athletic 4-2 on penalties after a 1-1 draw in the semi-finals at Wembley on Saturday, taking them into an FA Cup final for the first time since they last won a trophy in 2005.
Meanwhile, Everton's 1-0 victory at Sunderland in the league took them into the Champions League places at Arsenal's expense but Wenger’s side have an FA Cup final date with either Hull City or Sheffield United to look forward to and the manager wants them to go for broke in the league.
"If we win our games, we will finish in front [of Everton], so for us it is important now to focus on the Premier League," said Wenger.
"If we do that well, I am confident we will come back.”
Second-tier Wigan, took the lead in the 63rd minute when Jordi Gomez scored from the spot, while Per Mertesacker equalised with a 82nd-minute header. After that, Arsenal goalkeeper Lukasz Fabianski emerged as his side's saviour in the shootout.
The 28-year-old Pole, who deputises for Wojciech Szczesny in cup games, repelled Wigan's first two spot-kicks, from Gary Caldwell and Jack Collison, and Wenger heralded his professionalism.
"Fabianski did very well,” said Wenger. “He is a good goalkeeper.
"During the game, even with the penalty they scored, he went on the right side. He is quick."
‘Happy we didn’t go out mentally’
Arsenal lost 3-0 to Everton in their last league outing, having also fallen to heavy defeats against Manchester City, Liverpool and Chelsea, and Wenger said that a loss to Wigan would have been a bitter pill to swallow.
"It is important that mentally we didn't go out," he said.
"You could imagine the consequences of going out. It is quite worrying."
Meanwhile, Wigan are currently in fifth place in the Championship, synonymous with a play-off berth, and manager Uwe Rosler urged his players to kick on.
"I guess a lot of people will say, 'Now they will never recover mentally from this,' but we will just use this now," said the German.
COMMENTS
Comments are moderated and generally will be posted if they are on-topic and not abusive.
For more information, please see our Comments FAQ