The Gunners head to Manchester United on the back of clean sheets against Liverpool and then, most impressively, when securing a 1-0 win in the Champions League away to Borussia Dortmund.
The partnership between the 6ft 6in Mertesacker and France international Koscielny has grown in stature and kept club captain Thomas Vermaelen warming the bench.
Wenger hopes it is an understanding which can continue to return positive results from the challenges ahead.
"We have two clean sheets now in two big games and you never do that without a huge contribution of your centre-backs," Wenger said on Arsenal Player.
"It is a mixture of quality, being calm, confidence and not panicking in very heated situations.
"At the moment, they are at their peak in these kind of situations."
Arsenal have certainly developed a mean streak in recent weeks, completing a smash-and-grab raid on Dortmund's Westfalenstadion with a second-half header from Aaron Ramsey after soaking up plenty of pressure from the home side.
Wenger believes it is now a real collective effort from the whole of the team.
"There is now a little bit of an extra focus on defending, because we are naturally a team which is built with attacking players, so in the big games, these guys force a bit their natural tendency and so we maybe have a bit more of a defensive urgency," he said.
"Their nature is to turn forwards, the likes of (Mesut) Ozil, (Santi) Cazorla, (Tomas) Rosicky, Ramsey - they all like to attack, but in the big games maybe they focus also on defending well so we can improve."
Arsenal's belief may be growing on the back of every big win, but that in itself can bring added pressure from the terraces - one which Wenger challenged his side to take in their stride.
"The more a team progresses, it raises the expectation level, and the players have to live with that," he said.
"But all the teams have to do that, and it is interesting as well because in some way it pushes the team to raise their level, and we do have the quality to do it."
Despite all of Arsenal's early-season promise, Wenger accepts the acid test of how far they can go in 2014 will come against last season's champions, who are now showing signs of improvement under the guidance of new manager David Moyes after an eight-match unbeaten run through all competitions.
"It is still one of the benchmarks of the season where you judge how strong you are," said Wenger, whose side last won at Old Trafford back in 2006.
"People analyse everything, your behaviour and draw conclusions after the game. It is of course still one of the big games.
"You can gain confidence and credit for your behaviour.
"We had periods where we did very well at Old Trafford and recently, yes, we have not done so well.
"It is a good opportunity to show that we have improved and that we can win there.
"That is our target, to go there and win the game."
Wenger feels patience will again be key for his side.
"We rush our game less, we do not panic, we have a bit more confidence and it is another good opportunity to show that on Sunday," added the Arsenal boss.
"The confidence level is not set and certain for ever, it goes up and down with recent results of the team.
"Because our recent results have been stronger, the confidence levels will be higher. The commitment and the resilience need to be high as well."
Arsenal will wait on the fitness of England midfielder Jack Wilshere, who has been struggling with an inflamed ankle. Mathieu Flamini, though, is expected to feature after recovering from his recent groin problem.