The 23-year-old said this week that his teammates "lack belief" in their own abilities and claimed that it was affecting their results.
"I agree with him," ESPNSoccernet quotes Wenger as saying. "The players come out and think 'we could have done better'.
"But when you look at the first half we lost goals we shouldn't lose [against Chelsea in a 2-1 defeat], 50/50s you cannot lose in big games. You can say what you want but you have to go with a mentality in big games based on belief and total commitment.
"You can always find explanations but at the end of the day you turn up and you play with full power. Is the repeated sceptical attitude of the people around us affecting the belief of the players? I don't know. But we have to raise beyond that and take that as a challenge."
Arsenal are currently sixth in the Premier League table.