Arsenal's difficult season hit a new low last week when they were dumped out of the Capital One Cup by League Two Bradford.
But rock-bottom Reading were on the receiving end of a Santi Cazorla masterclass, the Spanish playmaker scoring a hat-trick.
Wenger said: "The target was to win in a convincing way. We focused on playing the game. At 4-0 we had a little wobbling period. And at 4-2, after what happened last week, we became a bit uncertain. We lost a bit of focus and paid for it.
"But overall it was important to go out and play and give the right answer on the football pitch."
There was a new-look strike force on show with Theo Walcott playing in the middle of a three-pronged attack with Lukas Podolski and Alex Oxlade-Chamberlain either side.
And Wenger was impressed with Walcott's display.
"In training sessions he has shown the abilities to play in this position - the timing of his movement - and for his first game I think he has done very well. There are very encouraging signs.
"We had pace, that was the target in the build-up to the game and overall we gave them many problems through that.
"I said many times I believe in this team and the players want to do well. In the league - apart from the Swansea game - we have been quite consistent but we need to go from strength from strength.
"It's been difficult (the past week), you'd prefer it when everything goes well. It's been interesting also - you discover who is strong and you discover who can remain united and on that front in the club we were very good.
"In 16 years we went out just once against a team from a lower division . If you compare that record to all the other clubs in England it is still the best record.
"I agree that it was hurtful, and very disappointing. But on the night Bradford did very well. I am responsible for when it goes well - and I have to take the criticism when it doesn't go well."