The Gunners have the opportunity to end a nine-year trophy drought by winning the competition, and Wenger believes that his players can't afford to not be at their best against the Championship club.
"We respect highly for Wigan for what they have done and the best way to go to the final is to do that," the Frenchman told reporters.
"You win when you produce a quality performance. We have, in this competition, produced top quality performances so just let's continue with that.
"We have a team who has a lot of experience. We are in a competition where we have a great opportunity, we play against a good opponent but it's a great challenge for us and of course we want to take the opportunity to go in the final."