Yesterday's 1-1 draw with Manchester City provided some response from Arsenal, and Wenger believes that the experience will benefit his players in the long run.
"It has been very bad, but as well very positive because it is always an opportunity to show you have some mental strength, and so I am very proud of my players because they have shown that," Wenger is quoted as saying by PA.
"We have gone through an absolute nightmare, a storm this week. It is difficult to protect the players from that, the only way you can deal with it is to respond on the pitch.
"The critics come very quick and very hard, the only way we can deal with it is to respond in the next game and that is what we did."
Arsenal are now seven points off league leaders Liverpool, while they will also be looking over their shoulders at Everton, who are four points behind the Gunners with a game in hand.