Wenger's side were knocked out of Europe's premier club competition by Bayern Munich in their last-16 game on Wednesday.
But Wenger and his players will have taken heart from their 2-0 win in the Allianz Arena, with the Gunners only going out of the competition on away goals after levelling the tie at 3-3 on aggregate.
Arsenal have qualified for the Champions League for the last 15 seasons and are desperate to keep that run going.
But that requires a consistent run of results in the Premier League, with the first test of whether the positive performance against Bayern can be transferred into league form coming with a difficult trip to Swansea on Saturday.
The Gunners will be looking to avenge a 2-0 defeat at the Emirates on 1 December and Wenger is in confident mood going into the game.
"We're frustrated to be out but we have to keep the positives and be inspired," he said of the Bayern tie.
"I believe we have the quality to be in the top four. It's about consistency now. The top priority is to be in the Champions League. It's our main focus."
Wenger is refusing to take Swansea lightly though and encouraged his players to take confidence from their midweek performance in Germany.
"It's a difficult place to go and we'll need to repeat the game we had at Bayern Munich," he said of the trip to the Liberty Stadium. "We must win at all costs."
If we play like we did against bayern we shant be getting 3 points.less possession and 2 attempts on goal.it was a dreadful game from start to finish.our keeper was the standout performer.we wont be getting it nearly as handy at the liberty.bayern didnt turn up and over the game were stil the better side only they didnt score any of their numerous chances.arteta and wilshere are the only 2 real outstanding players in asquad full of dead wood.i;m not convinced about the whole wenger out campaign"just yet"but is he doesnt spend 20+ on at least 3 players this summer and get rid of the likes of diaby and rosucky we'll never challenge the teams above us.free up some space in the squad and give some of these amazing youngsters from our apparently amazing academy a chance.we're going backwards- theredser