The Gunners have suffered back-to-back home losses in the last fortnight to Borussia Dortmund and Chelsea, with an opening-day defeat to Aston Villa their only blip in the Premier League.
Wenger thinks that his side were unlucky against Dortmund and Chelsea and lacked the patience to close out a result in both games, but stopped short of labelling them susceptible to poor results in front of their own supporters.
He told the club's official website: "I don't think we are vulnerable. Against Dortmund, Wojciech Sczcesny had zero saves to make and against Villa if you look at the game again it was a little bit special.
"The other night [against Chelsea] we gave an early goal chance and basically gave the game away, maybe because we wanted so much to win and we were a little bit impatient. We have to be calm and play like we do when we're away.
"It was a very tight game. When you look at it again there were very few chances created by both sides but we made a mistake at the back. On the night we didn't create enough goalscoring opportunities up front."
Arsenal have the chance to get back on the track at the Emirates as first plays third in the Premier League this evening, with Liverpool making the trip to North London.