The Frenchman told The Guardian: "What is for sure is that you want to win these sort of games.
"I'm not sure it will affect the Premier League at all, but you know people will look at you, how you behave and whether you can win the big games like that. That has a certain psychological influence on the team. We haven't won the title for a few years and people question that now.
"At the end of the day, the Premier League will reflect the quality of the performances of the team throughout the season and how well you do in the big games. This is a good opportunity for us to show we are ready."
Wenger will be without midfielder Mathieu Flamini at the Emirates Stadium tonight, as the Frenchman continues to nurse a hamstring injury.