The Gunners returned to winning ways with a 2-1 triumph over struggling Middlesbrough on Monday, but they have still lost five of their last nine league outings to leave themselves playing catch-up in the race for the top four.
Arsenal's only remaining hope of silverware this season comes via the FA Cup - a trophy which Wenger has won a joint-record six times - and the Frenchman is confident that any negativity over their league position will not carry over into Sunday's match at Wembley.
"It's a different competition. Every competition brings a psychological atmosphere. We have many times seen teams not doing well in the championship and when it is a different competition suddenly they are doing very well. They don't carry the negative vibes of bad experiences in this competition," he told reporters.
"When you have negative results like we had it can divide or unite. At some stage you have to show you can fight together. Even if people will say it's normal you win at Middlesbrough, when you go through a bad period it's difficult in your head to win everywhere.
"The best way to win is first to show that you can fight again. People questioned our fighting spirit, rightly so, when you came out of the Crystal Palace game. We had to show again that we can fight together. You know as well when the team fights and doesn't do it creates even more uncertainty. The fact they did fight and did win had a positive impact."
Should Arsenal beat City then they will face either Tottenham Hotspur or Chelsea in the final next month.