The Gunners endured a tough start to the campaign as they battled to deal with a number of injuries, suspensions and personnel changes.
Cesc Fabregas, Samir Nasri and Gael Clichy were amongst those that left for pastures new, while a plethora of players joined late in the summer transfer window.
Arsenal travel to Germany on the back of their first Premier League win of the season - Saturday's 1-0 victory against Swansea - and Wenger is hoping to build on that result in Germany.
"For us, it is important to get consistency because that is the first sign of quality for a team," he said at the Signal Iduna Park.
"Therefore, it is just adding results to results and that is what we are striving for.
"In the Champions League, we had to qualify against a difficult team.
"After, we were of course destabilised by the fact we got our team very late together."
New signings Mikel Arteta, Per Mertesacker, Yossi Benayoun, Andre Santos and Park Chu-young have all been included in the 18-man squad for Tuesday's match, although they will be without several key players.
Jack Wilshere, Aaron Ramsey and Thomas Vermaelen are amongst those ruled out to play a team that Wenger believes is cut from the same cloth as his.
"I have a lot of respect for the team," he said of Dortmund. "They play very fast, very offence very similar to Arsenal.
"It will be a good match tomorrow [Tuesday]. We will play offensively, they will play offensively so it will be a very attractive match.
"Dortmund have very good technical qualities, they are well organised.
"Although they have not started the season well, they will be confident for the match tomorrow [Tuesday] and they will give everything in the first 20 minutes."
While Wenger will be at the stadium, he will not be allowed on the touchline after UEFA recently rejected Arsenal's appeal against the two-match suspension imposed on him.
The Frenchman was initially suspended for the Gunners' play-off first leg at home to Udinese on August 16, but UEFA extended that to two games after they found he breached the terms of the ban during the 1-0 win.
Asked whether he was given a fair trial by UEFA, he said: "No, because I didn't do anything wrong.
"I just did what I was told I could do. I asked before the game what I could do.
"If I wanted to do something forbidden, I would not have shown it openly.
"I still don't understand why I am suspended. I didn't understand why I was suspended the first time."
Dortmund manager Jurgen Klopp believes the strength of Arsenal's side can outweigh the potentially negative impact of Wenger's absence from the touchline.
"I am not sure whether it will be important that he is on the touchline," Klopp said.
"It would be better if maybe (Robin) van Persie, (Theo) Walcott or Gervinho wouldn't be on the pitch and play tomorrow [Tuesday].
Regarding Arsenal's many new signings, Klopp added: "They have a good team and it doesn't matter who they have got on the pitch.
"They will show a good performance but what we have to do is focus on us.
"It doesn't matter who plays for Arsenal or who will be on the pitch.
"They will play very offensive football and we know that. Very attractive football."