Wenger has faced speculation over his future at the Emirates after Arsenal's opening games of the season left them just outside of the relegation zone.
"I'm in a job where results count and they decide your future," the Frenchman said.
Arsenal were humiliated by Manchester United early in the season with an 8-2 loss, but majority shareholder Stan Kroenke came out in support of Wenger.
"Stan Kroenke's words are a beautiful sign of faith but I'm also a realist," Wenger added. "When you lose 8-2 to Manchester United you can't say 'I'm the best in the world'.
"It's not that I feel in danger, it's simply I'd like people who love this club to be happy and you have the taste of failing in our mission when an avalanche like that falls on our head. The team is insecure. Every time we concede a goal."
Arsenal are currently tenth in the Premier League table, 12 points off leaders Manchester City.