The Gunners flew into Istanbul on Monday evening ahead of their play-off round first-leg tie against Besiktas in good spirits after their last-gasp win over Crystal Palace in their Premier League opener a week after demolishing defending champions Manchester City in the Community Shield.
On Tuesday night, Wenger's record of 16 consecutive seasons playing in Europe's elite competition will be on the line, with qualification set to bring in £7million in prize money, with each subsequent group home match worth around £3m of additional match-day revenue.
On the pressures of qualifying again for the group stages, the Frenchman said: "It doesn't affect too much my transfer policy. Financially it's a big game, but that's not the most important thing.
"We want to compete at the top level and want to fight with the best in Europe. That's the point of this competition for us, not the financial consequences. We have always in the history at the club adapted to our finances. What's very important is that you want to play against the best."
Wenger insisted that battling for silverware on the domestic and European front was an increasingly challenging task.
"It's difficult because in England the competition is always hard. There are six or seven clubs who can get into the top four," said Wenger, whose nine-season trophy drought was finally ended with FA Cup glory at Wembley in May.
"We finished fourth with 79 points last year, but in the past have won the championship with 78. That shows you that the number of teams who can achieve big, big quality in England has increased. There are six or seven teams who can fight for the championship this year.
"But you let people judge what you do. All I can do is do my best every day and accept the verdict. I'm in a public job, so I accept it."
Wenger knows it will be no easy ride against Slaven Bilic's well-organised outfit, who defeated Feyenoord 5-2 on aggregate in the third-round with former Chelsea striker Demba Ba netting a hat-trick in the second leg.
"It is a big test," he added. "We had a short preparation, and we know that in one week we have three big games. Besiktas home and away, and Everton in between.
"Every game you win makes you stronger. On that front, winning games helps you to gain confidence. The group still needs to grow.
"Every challenge is different and beating a Turkish team away from home is very difficult but we want to perform at our best. Besiktas are on the back of a good result against Feyenoord, We're on our toes and want to produce a good result."
Watch highlights of Arsenal's tie at Besiktas in Champions League Goals at 10pm on Tuesday night on Sky Sports 1 HD.