Chelsea boss Jose Mourinho has mixed things up tactically this season and has seen his side claim victories at Premier League title rivals Manchester City and Liverpool by using the counter-attack to great effect.
But Wenger is not a fan of lining his Arsenal side up that way and insists he will continue to play according to the strength of his squad.
"The system of the team is to adapt to the quality of the players because we have so many offensive players," he said. "We just play to our strengths and it doesn't always work unfortunately.
"You have to go for a style and sometimes punctually you can change your style.
"The regret is that defensively we have not been strong enough in these games (against the top three).
"A style is a long-term plan. On the short term you can always change of course because it is all dictated by the confidence of the team and the confidence of the team is dictated by the results.
"You cannot swim against the stream, and sometimes the team needs to be reassured by being a bit less ambitious, a bit less offensive then you have to go for it because it is part of a reassurance process."
The Arsenal manager also refuted suggestions that he could rest key players for the Super Sunday clash with West Brom ahead of the FA Cup final against Hull City.
"Our target is to make maximum points until the rest of the season. I will absolutely try to achieve that," he said.
"As well as Arsenal Football Club we have a responsibility to be fair - even if it goes well on Sunday."
Arsenal are expected to be active in the transfer market this summer and Wenger confirmed he is on the lookout for an attacking player to take the pressure off striker Olivier Giroud.
"To bring one more offensive player in, yes, who can play in different offensive positions," he said.
"We have to see, because what you want is not to buy just to buy.
"It is one who can play with Giroud as well because (Mesut) Ozil was out, (Lukas) Podolski was out.
"But at the moment I cannot answer that question because I don't really know who will be on the market."