Spurs have not won a single major trophy since lifting the League Cup in 2008 despite establishing themselves amongst the leading Premier League title challengers in recent seasons.
While silverware may have been lacking, Tottenham did at least end a 22-year wait to finish above Arsenal in the league last season, and Wenger has challenged his side to prove that they are still the dominant force in North London during Saturday's derby at the Emirates Stadium.
"[You win trophies] by keeping your nerves and getting the players to focus on what is important. At some stages, by fighting a little bit against your inhibitions - the fear that you won't get over the line. Basically you need to focus on what is important and not focus on the trophy too much," the Frenchman told reporters.
"I was always more focused on finishing in the Champions League. When we had less resources financially I knew that we needed the money to pay the stadium back, so I was more focused on that than on Tottenham. I was never too focused on Tottenham.
"Today, people always take one situation and it is permanent. The judgement is definite, permanent and forever. It is down to us to change the opinions of people with our performances, I cannot say much more. If they have a perception like that they have a perception like that but how can you respond? Not by me talking here, we need to show on Saturday that it's not true."
Arsenal currently trail their North London neighbours by three places and four points in the Premier League table.