Forward Santi Cazorla indicated he might consider leaving at the end of his recently-extended contract and added Arsenal "haven't got a winning mentality".
However Wenger insisted it was not all doom and gloom around the club following last week's feeble 3-0 defeat at Everton.
Cazorla joined Arsenal from Málaga in 2012
"Let's see first how we finish, but we have the basics," said the Arsenal boss, who has yet to sign the offer of a new contract extension. "What is important for us is we have our players back and available.
"Our main task will be to keep the team together and think 'where did we go wrong?' because there's a lot of positives in our season as well.
"We have been the league leader 17 times and we dropped off when we lost our players at the important moment of the season, that is what we don't want to repeat."
Wenger is experiencing another awkward spell as Arsenal manager
Arsenal may be favourites over Sky Bet Championship side Wigan despite the holders having knocked out Manchester City in the quarter-finals, but Wenger has something of a selection headache.
Combative midfielder Mathieu Flamini must serve a two-match suspension after collecting a 10th yellow card of the season at Everton. Alex Oxlade-Chamberlain and Czech playmaker Tomáš Rosický will both be assessed for minor niggles, so Wales midfielder Aaron Ramsey is set to come into the starting XI.
Centre-half Laurent Koscielny remains out, along with Germany international Mesut Özil and Jack Wilshere.
Everton 3-0 Arsenal
"We have a lot of uncertainties. It is very difficult to give you any percentage because we have Gibbs, Rosicky and Oxlade-Chamberlain all at the moment not available and we will make all on these three players make late decisions," Wenger said.
"Certainly I will decide to start Ramsey because Flamini as well is suspended."