The Frenchman is facing one of the biggest tests of his 16-year Gunners career following the Capital One Cup defeat by Bradford in midweek, especially as their Premier League form has been indifferent at best.
Arsenal chief executive Ivan Gazidis has apologised to supporters for the recent setbacks and fans' groups say he pledged to make "significant funds" available to Wenger to strengthen the squad in January.
Wenger has long championed the club's drive to emulate their successes of the past by living within their own means after moving from Highbury and speaking prior to the midweek defeat to Bradford, he told fourfourtwo.com about the demands on him to succeed.
"You can only be successful if you question yourself, because the game has become bigger and better," Wenger said.
"With teams like Chelsea and Man City coming in, I think we have to do what we do even better.
"You can only be good in life if you do what you believe is right.
"We have always managed the club with its own resources, given a chance to young players and developed a style of play that we think is right. After it works, it gives us a consistency at the top level that develops a sense of trust.
"We may have a lack of experience in winning trophies recently, but we are always at the top and very close to winning the championship or winning the Champions League."
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