The German club are heavy favourites to book their spot in the next round after recording victory at the Emirates Stadium and Wenger believes that the third goal, scored by Mario Mandzukic, could be crucial.
"Let's not hide the truth it will be very difficult [to qualify] and we will try to make the impossible possible," Wenger told reporters. "We will try to play like we do at home and try to change the score. The third goal makes it very difficult but we will try.
"But [losing to Blackburn] it was not the best preparation mentally, but the players worked very hard and gave absolutely everything, I believe the third goal was a mental blow for the team, but it's very difficult when you are 2-0 down."
Arsenal travel to Munich for the second leg on March 13.