The Gunners head to Borussia Dortmund for Wednesday's Champions League Group F clash on the back of a 2-0 win over Liverpool which lifted them five points clear at the top of the Premier League.
Wenger is happy that his side provided the perfect response to their Capital Cup exit at home to Chelsea, but insists there is little time for reflecting on a job well done.
"We passed in a convincing way," Wenger told Arsenal Player. "The focus of the team and the togetherness you could feel from the outside.
"Let's enjoy it, take a lot of encouragement from it and continue to develop as a team.
"But as well we must be cautious and be on our toes because we changed it (season) in an emphatic way so let's make sure we continue to grow and do not think 'okay let's have a little breather'."
Midfielder Jack Wilshere missed the victory at the Emirates Stadium due to an ankle injury and will face a fitness test ahead of the squad's departure for Germany on Tuesday afternoon.
Wilshere could well stay in London to try to get him fully match fit in time for Sunday's Premier League trip to Manchester United.
Defender Kieran Gibbs is also doubtful after limping off in the second half against Liverpool with a calf problem, while midfielder Mathieu Flamini is not yet expected back from his groin injury and Theo Walcott may also be available at the weekend as he steps up recovery following minor abdominal surgery.
Wilshere's absence could well see Tomas Rosicky face his former club on Wednesday night.
The 33-year-old Czech playmaker has enjoyed the chance to establish a "fun" partnership with the likes of Santi Cazorla and Mesut Ozil.
Rosicky, signed from Dortmund in May 2006 and who has been hampered by several injury setbacks, feels the Gunners can be confident of building on their positive start.
"Of course we would like to stay there on top of the league, it's a good feeling to be there, but it's too soon, it doesn't mean a lot at this time," he said.
"But it is not a bad feeling I have to admit and I would like to stay there."
Rosicky made 126 league appearances for the Bundesliga side during five seasons in Germany after signing from Sparta Prague and is looking forward to a return to the Westfalenstadion.
"I won the league there and played in the UEFA Cup final there so obviously I have a lot of attachments and it will be a special game for me."