The Gunners could end their campaign as FA Cup winners, while also securing a Champions League qualification spot.
This weekend, the North London outfit will take part in an FA Cup final rehearsal when they face Hull City at the KC Stadium.
"Every game has a big impact so we just prepare massively well, and hope that results go for you," Wenger said in Thursday's press conference. "We want to come out of the season and think we have given absolutely everything."
Arsenal have four games left to play in their league campaign.