Arsenal have had a shaky start in the league this year and after losing their last outing 2-1 against Tottenham, Wenger's charges currently sit in 15th position.
However, the Gunners have proved stronger in Europe, and have beaten Udinese and Olympiacos while also earning a point against Borussia Dortmund.
Wenger told the club's official website: “It's linked with confidence.
“At the moment I do not think we have been rewarded but maybe in Europe we are under pressure less.”
