This, despite being frustrated by the goalless draw with Chelsea which ended the Gunners' hopes of taking sole possession of top spot.
Arsenal began their league campaign with a 3-1 home loss to Aston Villa which saw Wenger's position come under scrutiny.
Wenger's men are now without a win in four games, but trail Liverpool in the standings only on goal difference.
"We're going through a patch where it's a bit more difficult, but part of a successful season is how you deal with that," the Frenchman said.
"The spirit of the players is unbelievably focused. There's a great desire.
"But let's be serious: if after the first game against Aston Villa (when Arsenal lost) I'd told you we'd be top of the league at Christmas, you'd have told me I was absolutely mad.
"We are where we are. The last three games have been a bit more difficult, but we have played Everton, Man City and Chelsea."
Arsenal were unable to break down a stubborn Chelsea and Wenger believes the 6-3 loss at Manchester City played on his players' minds.
"We have to find a way to sort that problem out," Wenger said.
"I feel we were a bit edgy because we conceded six goals at Man City and it played a part in our heads at the start of the game.
"The fact that Chelsea gave us that problem, we want to be strong enough to deal with that."
Decisions went against Arsenal as John Obi Mikel and Ramires escaped serious punishment for high tackles on the ankle of Mikel Arteta.
Mourinho believes referee Mike Dean had a good game; Wenger disagreed.
The Arsenal boss said: "I don't think he had a great game at all."
Wenger declined the opportunity to elaborate and did not criticise Dean for failing to take clear action on Mikel's tackle.
"I have to watch that again on television," Wenger said.
"On the pitch it looked bad, but the referee was in a good position."
Wenger felt Arsenal deserved a spot-kick in the first half when Willian appeared to trip Theo Walcott.
He said: "I think it was a penalty. Honestly. If I'm wrong, I apologise.
"I've not seen it again, but it looked like a penalty. They defended well, were well organised, and we didn't find our zippy movements to play between the lines as we can."
Mourinho was content with a point, but Wenger wanted more.
He added: "Overall, they were happy with a point and we weren't. But we couldn't take our few chances we created.
"We dropped two points tonight and that's what we want to focus, to win the next game (at West Ham) on Boxing Day."