The Gunners head to Old Trafford in third place in the table, two points ahead of United.
And Wenger knows none of the title hopefuls can afford to stand still as they look to close the gap with Premier League champions Chelsea next season.
He said: “We feel we have made progress, but we have a good opportunity to show that on Sunday because in every game that is questioned.
“That is what is at stake until the end of the season, to show that we can be stronger next year.
“We made 79 points last year, that was quite a good total, but it was not enough to finish in the top three.
“Only one thing shows you have made progress and that is the continuity in your performances, and that you have a good level of cohesion.
“Since January we have produced consistent performances and we have also been very strong away from home, and again on Sunday we have an opportunity to show that we have made progress.”
Following a slow start under new manager Louis van Gaal, United have clawed their way back into the top four as they bid to return to the Champions League.
And Wenger believes United will soon be a force to be reckoned with again next season.
“They have made progress since the start of the season, and will show that next season,” the Frenchman added.
“It looks like they have improved quality-wise from the start to now.”