The Gunners remain top of the table but their lead is down to two points, following last Saturday's 6-3 hammering at Manchester City.
That defeat followed a 2-0 Champions League loss at Napoli, although that was not enough to prevent Arsenal from reaching the knock-out stages.
Wenger said: "They (recent results) have been disappointing for us but I don't think they have affected the morale.
"We have made good results until now because we have a good solidarity level and a good togetherness in the squad, and I don't see any sign of that dropping.
"I think even more that the players are focused to respond on Monday night.
"It can happen in a season when sometimes you have a bit of a weaker period. How you respond to this kind of problem is what matters."
Podolski could return
And Wenger says he takes encouragement from the attacking flair his side showed in defeat at the Etihad.
"Quite amazingly, despite the fact we conceded goals, the match was not all negative," he said. "Because we could have scored six as well.
"On the offensive front, we have shown that we have huge potential.
"I believe that we should come out of that game even stronger in our belief, even stronger in our resolute attitude, because we have shown until now that we can be very strong defensively and, as well, on the day we have shown that we can be dangerous against anybody.
"We can rectify the defensive problem, but that's what we want to show against Chelsea."
Wenger says defender Laurent Koscielny is an "80/90 per cent" doubt for the match after suffering a gash in his knee at Manchester City but forward Lukas Podolski could be involved for the first time since late August, having recovered from a hamstring tear.
"It is a big boost because he can score goals in big games," said Wenger.
"He has shown that before. He is a clinical finisher and a great football player."
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