While a place in the Gunners' history books is assured, pressure is mounting on the Frenchman as, barring a miracle, the north Londoners' trophyless spell will stretch to an eighth successive season.
Saturday's FA Cup exit to Blackburn was compounded on Tuesday night by a 3-1 home defeat to Bayern Munich in the first leg of their last-16 Champions League tie.
With the league title already beyond them, large portions of Arsenal's support base have called for Wenger to leave - something captain Vermaelen cannot understand.
"Of course we're behind him," the defender said. "He's done a lot for this club. He still does a lot of hard work with us. He is the right man for the job.
"We have to show it on the pitch as well. At the moment the results are not good. But we will work hard with him to get the results back."
Asked if he was shocked by the fact Wenger's future is being question, Vermaelen added: "Yeah, I am actually.
"Everyone in football looks too short term. They don't look at the long term, and he's done a lot for this club.
"It doesn't mean that because it's not going well at the moment we don't stand behind him.
"You have to look at the long term. He is the right man for this club and we are all behind him."
That said, Vermaelen can also understand growing supporter unrest as Arsenal's struggles continue.
"Sometimes, as a player, you are frustrated as well," he said.
"If you lose you get frustrated but it's not the right thing to act on, we have to stick together, work hard. We need each other.
"They [the fans] must not forget that we need them because they belong to the team and to the club.
"We must stand behind each other, that's the only thing we can do."
Vermaelen and his team-mates will need that support more than ever in the return leg against Bayern in three weeks.
Jupp Heynckes' side toyed with the Gunners last night and the chances of Arsenal making the quarter-finals are slim at best.
Only twice in Champions League history has a team progressed after losing a home first leg in the knockout phase.
"At the moment there is a lot of disappointment because we lost," Vermaelen added.
"We didn't play disciplined enough as a team to win this game, especially in the first half. They were strong. It was difficult.
"Of course we are not happy. We are disappointed. We have to look at ourselves and stick together in difficult times.
"Don't look at each other, don't blame each other, work hard every day to get the results back."
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