Wenger's side were knocked out of Europe's premier club competition by Bayern Munich in their last-16 game on Wednesday.
But Wenger and his players will have taken heart from their 2-0 win in the Allianz Arena, with the Gunners only going out of the competition on away goals after levelling the tie at 3-3 on aggregate.
Arsenal have qualified for the Champions League for the last 15 seasons and are desperate to keep that run going.
But that requires a consistent run of results in the Premier League, with the first test of whether the positive performance against Bayern can be transferred into league form coming with a difficult trip to Swansea on Saturday.
The Gunners will be looking to avenge a 2-0 defeat at the Emirates on 1 December and Wenger is in confident mood going into the game.
"We're frustrated to be out but we have to keep the positives and be inspired," he said of the Bayern tie.
"I believe we have the quality to be in the top four. It's about consistency now. The top priority is to be in the Champions League. It's our main focus."
Wenger is refusing to take Swansea lightly though and encouraged his players to take confidence from their midweek performance in Germany.
"It's a difficult place to go and we'll need to repeat the game we had at Bayern Munich," he said of the trip to the Liberty Stadium. "We must win at all costs."