Wenger has now called on his players to show character ahead of an important last-16 tie against Munich.
"The Bayern game is an opportunity to show we have character and that we are men who can fight for each other," said Wenger.
"The season is not over, not for me anyway. We have a massive game on Tuesday and we have to show a response."
Arsenal welcome Munich on Tuesday, with the away leg three weeks later. They face Tottenham Hotspur and Everton in between in what is a crucial period for the Gunners.