The Gunners are currently in fifth place in the Premier League table, two points behind fourth-placed Everton.
Despite Everton being on course to claim the final qualification spot, Wenger wants his team to do all that they can to finish in the top four.
"It's vital to me to do it," he told the club's official website. "I want this club to play in the top level competition. For that you want to be in the Champions League.
"What will be an advantage is our desire to play in this competition because we love the Champions League and just to imagine how much we love it will help us to achieve it."
Arsenal are back in Premier League action tonight when they entertain West Ham United.