Since losing their opening game of the season, the Gunners have won 10 straight fixtures in all competitions and they head to West Brom on Sunday top of the Premier League table.
Wenger believes the backing shown by the club's fans has helped boost the confidence of the players.
The squad have certainly been boosted by the arrival of Mesut Ozil from Real Madrid.
Speaking ahead of Arsenal's Super Sunday trip to The Hawthorns, Wenger said: "When the team has confidence, they go into a game with a positive feeling and a positive attitude.
"The more you build that confidence up with the results, the more you go into the next game thinking 'let's just do it to win the game.'
"What is positive is that the team plays better when the environment is positive.
"We played in a sceptical environment last year and that does not create a great level of confidence.
"What has changed recently for sure is that our environment is positive, our fans believe in us again.
"That of course is very important if we want to be successful. I have said many times that I feel it is important for the team to feel that the fans stand behind the team.
"It is my job to make the fans happy. I feel I do that if they stand behind the team, because that gives you the feeling that they have done something right."