The Gunners have come in for heavy criticism in the last 48 hours following their 1-0 FA Cup defeat at home to Blackburn Rovers on Saturday.
Wenger has revealed that Blackburn was a big game for him in deciding his future direction and has also demanded a reaction from his players against Bayern Munich tomorrow night.
He told the club's official website: "I think we have a great team but Saturday shows that we still have to show more maturity on the mental front.
"We have to understand what it means to win big games. Blackburn was a big game for me. But it is important that we come back and respond well.
"The top level is about consistency in every single game and that's what we could not show. Coming after the Sunderland game we came out with a flat performance and that shows that, mentally, we are not capable at the moment of preparing in exactly the same way for every game."
The Gunners host Bayern in the first leg of their last-16 Champions League tie under pressure to keep their last chance of winning silverware this season alive.