The 26-year-old, who started both the Gunners' fixtures over the past week, has regularly struggled with injuries and was out for more than three months out with a thigh problem recently. Wenger said that what Diaby has come through is "unbelievable".
Speaking of Diaby's coming few months, Wenger said: "This now is a big period for Abou, and he is conscious of it.
"You do not want to put any pressure on him, though, because he has enough and Abou puts himself under so much pressure."
Diaby is again set to feature in a holding role behind Jack Wilshere at Chelsea on Sunday.