Jack Wilshere has issued a public apology to Arsenal fans after the 2-1 loss at Brighton on Sunday, saying they "deserve better".
Arsenal fans were angered by the performance of the players and continued their chants for Wenger to leave his position at the club, although a number of them took to social media to heavily criticise a number of players.
Asked by British reporters if he is the man to improve Arsenal after the defeat to Brighton, Wenger replied, "Yes, because I have done it before".
He said,"We know we are in a bad situation, a bad period".
They moved the pressure firmly on to fifth-place Chelsea, which is five points adrift of Tottenham, when Antonio Conte's team visits champion-elect Manchester City on Sunday.
"Yes it's the first time it happens in my whole career [losing so many games], I must say, and it's not easy". You don't back down from a challenge, you always think that you can.
The Gunners went down 2-0, before getting a goal just before the half. "We play Sunday, Thursday, Sunday, Sunday... it's almost physically impossible to play this number of games".
Their best chance of qualifying for the elite and lucrative Champions League appears to lie instead in winning the second-tier Europa League, where Arsenal face Italian giants AC Milan in the first of a two-legged last-16 clash at the San Siro on Thursday.
However, a prosperous first decade, in which he lifted three Premier League titles, has been followed by a dearth of success, despite victories in three of the last four FA Cup finals.
Speaking at the post-match press conference, Wenger said: "I must tell you, honestly, at the moment my future is not my main worry".
The veteran French boss, who took charge at Arsenal in 1996, added: "I left Ramsey out completely of the squad, left him at home, after everything he gave physically".