After meeting in the Carabao Cup final four days earlier, where City triumphed 3-0, a huge gulf between the two clubs was on show again in freezing conditions at the Emirates Stadium.
The result leaves Wenger’s side off the pace in the race to make the Champions League with winning the Europa League now their only realistic hope of ending the season on a high.
When asked if the season can still be salvaged, he replied: “Yes. We want to focus on the next game and continue to put in the effort we put in tonight,” he told Sky Sports.
“We played twice against certainly the best side in the country at the moment and that was of course difficult for us because we didn’t have a good performance in the first game.
“But we have quality and we want to show that.”
Arsenal have lost four of their last six Premier League matches and Wenger admits confidence within the group is low.
“We must stay together but it’s very difficult,” he said.
“You come up by the stairs and go down by the lift. That’s what is confidence. That’s the level you have to show to play for Arsenal.
“When your confidence is low the first thing that goes is the fluidity and movement – the spontaneous side of the game. You could see that tonight. I don’t deny City’s quality but we’re going through a difficult patch. That’s part of football. We must stay united inside and focus on the next game and put the effort it.”
And what about Wenger’s confidence in himself?
Wenger signed a new two-year deal at the end of last season but remains under scrutiny with his side ousted from both domestic cups.
The 68-year-old has so far shrugged off talk he could leave his longstanding position a year early and believes in himself to turn Arsenal’s fortunes around when asked.
He said: “Yes of course. Confidence is that you know that you have done it before.
“My confidence is in the quality of the players.”
Arsenal-Man City talking points
We round up the talking points from Manchester City’s 3-0 win over Arsenal at the Emirates Stadium
Wenger’s side created opportunities against free-flowing City but were wasteful in front of goal as Pierre-Emerick Aubameyang missed a penalty.
Both he and Henrik Mkhitaryan have largely struggled to make an impact since joining in the January window – but Wenger is confident they will shine given time to adapt.
“They need time to adapt – things change quickly in sport,” he said.
“That’s part of modern sport – you have to accept that. Every game you lose you’re under a big pressure but they have just joined us – I’m sure they will do well.”