The Gunners boss has taken his side to the top of the Barclays Premier League, but their lead was cut down to two points following the disappointment of a 1-0 defeat at Manchester United on Sunday.
Wenger, 64, has yet to agree terms on a contract extension, with his current deal set to expire in the summer.
The French coach, though, insists the hunger for more success burns just as fierce as when he first took charge at Highbury in October 1996.
Speaking in a Q&A on the club's official Twitter feed, the Arsenal manager said: "Certainly, I have a few more wrinkles (now) (but) what has stayed the same is the huge desire to win every single game."
Despite being in the game for so long, the former Monaco and Nagoya Grampus Eight coach - who has been linked with a move to big-spending Paris St Germain - insists he is learning all the time.
Asked what one decision in his career he would change, Wenger replied: "Every season you make wrong decisions. You have to go with your gut feeling sometimes, but you learn and analyse."
Wenger was asked about a wide varitey of topics by Gunners fans, ranging from whom he felt was currently the best player, Loniel Messi or Ronaldo to when he would be getting a "top, top quality coat", what was his favourite hobby and whether he would ever consider managing Southend.
The Gunners boss was also quizzed on where Jack Wilshere fitted into his current squad, the England international having been somewhat overshadowed by the performances of Aaron Ramsey this season.
Wenger said: "His best position is as a deep-lying midfielder, where he can be a distributor. He has a good burst and vision."
Wenger felt his team paid a heavy price for their "nervous" opening at Old Trafford, where a goal from former striker Robin van Persie proved enough to settle matters just before half-time.
Full-back Bacary Sagna believes the team will be stronger for the disappointment.
"We wanted to finish [the week] on a good note, we didn't, so it's a bit hard to take. That is football, I think we learn about our team, about football as well," Sagna said on Arsenal Player.
"But I want to think positive, I want to keep looking forward, I want to think we are first and we want to stay first. The best way to do it is to respond well on the next game.
"Now we are going into the international week and we are going to be ready to start again from the Southampton game."
Defender Per Mertesacker, who could be set for a new contract, missed the United match with a virus and along with Mesut Ozil will remain in London rather than link-up with Germany in Munich, but could still feature against England at Wembley.
Captain Tomas Vermaelen stood in for Mertesacker at Old Trafford, but Belgium confirmed he is set for a scan on his calf and so may also be rested from this week's friendlies.
Meanwhile, striker Nicklas Bendtner has been told to leave Arsenal in the winter transfer window by his national team manager Morten Olsen.
Bendtner had been expected to leave north London in the summer - after spending last term on loan at Juventus - and has made just seven club appearances in all competitions so far this season.
His only goals have come for Denmark when he struck twice in a World Cup qualifying 2-2 draw against Italy last month, and Olsen believes the 25-year-old's career is being stalled by Arsenal.
"Bendtner scored two great goals for us in the game against Italy, but there were also things he lacked in the match and this only comes through playing games", Olsen told reporters.
"It is for this reason that he should find something new this winter, and so, we know that well. I think he will make the recommendation to himself and that is the main thing. Footballers want to play football.
"He has maybe 10 years left to go; he must use them well."