Unrest among the Gunners faithful was at its peak just before the international break as an unsatisfactory transfer window was compounded by a 4-0 humiliation at old rivals Liverpool.
Since then, however, the Gunners have delivered three wins - including in the Europa League and progression in the EFL Cup - and a goalless draw at champions Chelsea last weekend.
Asked if confidence is beginning to return among the fans, Wenger told reporters: "That is down to our performances. We want our fans not to have pre-conceived ideas.
"To have a successful season, we need them to believe in us - [but] you are conscious as well, the fact that they believe in us depends on how well we are focused and determined in every single game. We can gain their belief and their confidence through our performances.
Next up for Arsenal is a home encounter with West Bromwich Albion on Monday night.