Montpellier, bottom of the group with just one point, have not won any of their last four games, and cannot qualify for the last 16.
Victory for Arsenal, coupled with a home win for Schalke against Olympiacos, would see them through ahead of Matchday Six.
"Not for a second would I think the team will be complacent- they will be full of desire to do well and win the game, I am certain of that," Wenger said.
"It is important on the back of the Tottenham game we show another good performance and a resolute attitude, that is at stake for me. After, if we produce the quality performance, we will win the game.
"We do it step by step. First of all we want to qualify, then try to top the group, so let us just win the game.
"Montpellier had a slow start to the season, but they have rediscovered their balance over the last few months and they played very well against Paris St Germain.
"It should be an open game because a draw is not good for either side."
Arsenal will be desperate to avoid a shoot-out for a place in the knockout stages when they travel to Athens, where they were beaten 3-1 last season and also lost in 2009.