Wenger saw his side claim a 1-0 win over West Brom on Sunday in their final home game of the season.
And he admits that, whilst happy to be back in the top four, there is some frustration having been top of the table for a chunk of the campaign.
"We want more, as we were not sure to be in the top-four but we were 128 days top of the league so there is a bit of frustration too," Wenger said.
"It has been tight as we are on 76 and the top of the table on 80 so there is frustration as you think what could have been."
On their performance, Wenger admitted it was satisfactory but feels the players had taken their foot off the pedal given they already knew a top-four place was secured.
"It did the job, maybe with a bit less drive than we have had in recent games as subconsciously we knew we are secure in the top-four, but we have 76 points and we want to get 79 - we want to get the maximum and win every game.
"West Brom is a good side and they played well and you can see the confidence plays a part and if they were in a more secure position they would be much more dangerous."
The win also meant that after their shock opening day defeat to Aston Villa, they went undefeated for the rest of their home campaign.
"I am proud because when you lose your first game and have 18 others it won't be easy but we responded well, maybe we missed one or two teams against big teams like Chelsea or City but overall it is a good record," he said.
Olivier Giroud grabbed the only goal and Wenger was very pleased with the Frenchman, but he feels there is more to come from his top-scorer.
"He has improved compared to last season and that is what you want and I think there is a lot more to come in his finishing and there is room for improvement in his runs in the box and he can still and he wants to score more goals next season," he said.
Wenger admitted earlier this week he would like to add 'two or three' players and he has now confirmed one of those will be a forward, but insists he does not yet have a firm target.
"Maybe we have over-played him at some stage," he said of Giroud.
"There is perhaps room for an attacking player who can play in a different position to Giroud. Someone who can play with him as well.
"But I do not know yet who will be on the market."
Aaron Ramsey missed the game with West Brom, but Wenger confirmed it was only a precaution and the Welshman would be available for their final match, at Norwich next Sunday.
He explained: "He should be ready for Norwich hopefully, it was only a small muscular tightness but I didnt want to take a gamble."