The Gunners headed out to Athens for Tuesday's final Champions League Group B clash with Olympiacos on the back of a 2-0 home defeat by Swansea which was preceded by angry fans demonstrations and followed by reports of dressing room bust-ups as well as questions over Wenger's long-term position.
But Wenger said at Monday evening's UEFA press conference ahead of what is effectively a dead rubber: "You should look a little bit at the statistics and not only read the newspapers. I only have one pressure and that is to win the next football game and to play the football I love."
"All the rest, I don't think that affects me at all. You would be surprised," added Wenger, who has left several first-team players, including England duo Theo Walcott and Jack Wilshere, back in London and will pack the bench with youngsters.
"Nothing really happened (after Swansea). That the players are not happy after the game, do you want them to do a dance after we lost? I am more worried if I see players who laugh in the shower after a game that we lost.
"We are behind in the championship, we want to make ground back, we are qualified for 13 consecutive years in the Champions League, we are qualified in the quarter-finals of the Capital One Cup and we have our chances in the FA Cup like everyone else."
Asked if he would swap places with Manchester City, who failed to reach the knockout stages of the Champions League once again, the Arsenal manager said: "No, for one simple reason. We have played 15 games, so we have 23 games to come back on them, but once you are out of a cup competition, you cannot come back in again.
"We can make up the distance in the league, but in the Champions League, you are either in or out."
Wenger feels the likes of 18-year-old forward Zak Ansah, 19-year-old Swiss defenders Sead Hajrovic and Elton Monteiro as well as young English striker Chuba Akpom, 17, will all learn from the experience at the white-hot Georgios Karaiskakis Stadium on Tuesday.
"It gives us an opportunity to see some players who have played less," said Wenger.
"The pressure is a bit less big, but we will still want to win the game because we want to finish the job well and finish first in the group - we still have a chance to do that."
Victory may not be enough for Arsenal to overtake leaders Schalke, who play at bottom club Montpellier.
Olympiacos have failed to reach the knockout stages following three defeats but are flying high in their domestic league after an unbeaten 13-match start to the new campaign.
Head coach Leonardo Jardim, though, insists Olympiacos will be fully focused on delivering a send-off for the vocal home support at Georgios Karaiskakis Stadium ahead of the weekend's clash with fierce Athens rivals Panathinaikos.
"We have a couple of aims to fulfil, the first is to be one of the seeded teams in the Europa League draw, and the second target is to perform well to give happiness to our fans," Jardim told a press conference.
"Last year's win over Arsenal here can have no comparisons for tomorrow's [Tuesday] game, because there are new individuals coming in.
"What we would just like to do is see this team repeat the same score once again."
Jardim, however, accepts the visit to Panathinaikos is of more importance than tuesday's outcome.
He said: "I would like to have victories in both matches but if I have to choose one, then it would be against Panathinaikos."
Jardim feels Olympiacos can head into the Europa League next year confident of making an impact on the latter stages.
"The Europa League will have some very strong teams, especially those like us who did not make it through in the Champions League," he said.
"If we can get into the last 16, then we have every possibility at hand to be one of the teams who will fight for the cup at the end."
Defender Jose Holebas serves a one-game ban after collecting his third yellow card of the group stage on matchday five in the 1-0 defeat at group leaders Schalke, while Northern Ireland keeper Roy Carroll could come into the side to face the Gunners.