The Gunners face Liverpool twice in the Premier League and the FA Cup, while they also take on Manchester United in the league and Bayern Munich in the Champions League.
"We have plenty of big games. That means the whole squad will need to be highly focused," BBC Sport quotes Wenger as saying.
"To deal with that is a massive challenge for the squad but I'm confident we can do that.
"What is important is that you don't lose players from now until this period, that you have all the players available."
Arsenal, who currently top the Premier League table, return to action on Tuesday when they make the trip to Southampton.