Arsenal face Blackburn Rovers in the FA Cup before playing Bayern Munich in the Champions League on Tuesday night and Wenger has insisted that both matches carry "equal importance" to the Gunners.
Wenger told reporters: "Of course these next games will define our season, that is always the case in late February and March when you have big games coming one after the next. I believe we are a better team today than we were in October and November, but I can talk and talk. What we need to do is show it on the football pitch.
"I am pleased we are playing a cup game before Bayern because sometimes your mind can be on the game on Tuesday if you play a regular game in the championship, so this is good for us.
"It is important for us to focus on both the FA Cup and the Champions League equally as we treat both competition with equal importance."
Arsenal are also four points away from fourth place in the Premier League table.