The holders are the highest-ranked team guaranteed a place in the fifth round after goals from Theo Walcott, Mesut Ozil and Tomas Rosicky secured victory over Championship Brighton.
And Wenger says seeing the likes of Chelsea and Manchester City crash out of the competition had been a ‘subconscious warning’ for his team.
“I thought that showed our game would be difficult,” he said. “The first shock was that I didn’t believe it (the results on Saturday). I checked the result twice and then I thought, ‘we are in a fight for tomorrow’s game as well’.
“It wakes you up a bit and you think, ‘okay it’s a Championship team’ but you know that the players in lower-level teams are prepared now – they come out of the academies, do not make it in the Premier League but they are not far from it.
“They can maintain the pace for 90 minutes and in these kinds of ties they never give up. Even if you look in League One, you look at the games and the teams play good football. If you’re not ready, you can lose.”
The Gunners were largely in control against Brighton after first-half goals from Walcott and Ozil but had to withstand a late fightback from the hosts.
Asked whether Arsenal are now favourites for the cup, Wenger said: “With yesterday’s results you would be a bit cautious. The cup is the cup – what you want is to focus on the next round to go through.
“We have a good experience from last season to know that every round is difficult. The most difficult games were not especially the expected ones last season, so let’s wait for the draw. Of course we’ll fight and we want to retain our cup but there’s too long to go to say (that Arsenal are favourites).
“We will be one of the favourites because I think Manchester United could go through and some other Premier League teams will go through. We???ll be amongst them but we cannot predict who will win it.”