By Gabriel Tan in Kuala Lumpur
Despite being regarded as one of the best sides in the world, the Gunners have not won silverware in seven years and last emerged triumphant in the Barclays Premier League in 2004.
However, Wenger believes critics often overlook the fact that his side have qualified for the UEFA Champions League for the last 15 seasons straight, an achievement he feels shows how consistent they actually are.
"We are here to win trophies and we have a team that's competitive," the Frenchman said at the launch of Arsenal's pre-season tour of Asia in Kuala Lumpur on Sunday. "But we are in a league that's very competitive.
"The fact that the team that finished fifth in our league last year [Chelsea] won the Champions League shows you how competitive it is.
"It's the same again this season. We've shown remarkable consistency but now we want to add the trophies.
"Sometimes, our consistency isn't recognised due to the lack of trophies, but I have said before that we are one of only three teams that have qualified for the Champions League 15 seasons in a row."
Arsenal kick off their tour against Malaysia on Tuesday, before taking on Premier League champions Manchester City in China and Hong Kong champions Kitchee next week.
And despite the friendly nature of their upcoming matches, Wenger insists he will field a strong lineup given how his team are building towards the start of the new campaign.
"For the players who have come on this pre-season tour, some of them have had two weeks of hard work," he revealed. "Now it's time to sharpen up with games.
"Our target is to get ready by August 17 so we still have one month to go, but these games help us to be ready for this.
"We have a top class team and we will show that on Tuesday night [against Malaysia] when you see the team sheet."
Following the game against Kitchee on July 29, the Gunners have one final pre-season friendly against Cologne before kicking off the campaign at home to Sunderland on August 18.