Wenger's side take on north London rivals Tottenham on Saturday and he is determined to win a trophy they last lifted in 2005.
Arsenal were knocked out by Blackburn in the fifth round of last season's cup and Wenger remains keen to progress in the competition, despite the negative impact that could have on his side's Premier League ambitions.
"I had the luck to win four FA Cups, that means I always put the effort in. I am very keen to do it again, it is a long time now," he said.
"I still have in my mind the fact that we went out last year at home against Blackburn.
"That was not good enough for us and we have to make sure we absolutely put the effort in to have the chance to go through.
"We have not won trophies for a long time, it's an opportunity that we want to take that we consider.
"On top of that, afterwards we have nine days until the next Premier League game (against Aston Villa), we can give absolutely everything in this game."