The Gunners have slumped to successive defeats at Fulham and Swansea City, leaving them four points behind fourth-placed Chelsea.
Wenger has said that he wants to see an immediate improvement, starting with the game against United. However, the reverse league fixture saw Arsenal suffer an 8-2 thrashing in August – the heaviest defeat of Wenger's managerial career.
"We want to convince people that we are capable of coming back into the top four. There is no better opportunity than Man United to show that," said the Frenchman.
"We are really frustrated because we made the minimum of our last two games, we were twice leading and in the end we lost them both.
"We play a big game, yes, but another thing that is important is to come back to winning habits."