The Gunners are unbeaten in six Premier League games this season but have won just twice, dropping a host of points from winning positions to leave them six behind leaders Chelsea.
Against north London rivals Tottenham on Saturday, Arsenal dominated possession but failed to break down the visitors' stubborn and resolute rearguard.
Once again, they had to settle for a point after Alex Oxlade-Chamberlain cancelled out Nacer Chadli's opening goal.
"The positive is that we are unbeaten, but the negative is that we have missed four points from the quality of the games we have played," Wenger told a news conference.
"We have to keep that unbeaten record and I think at some stage we will win the games instead of drawing.
"Against Tottenham, we would have won had we not conceded the first goal."
Wenger, though, must now contend with a deepening injury crisis.
Influential midfielders Aaron Ramsey and Mikel Arteta limped off on Saturday and have been ruled out of next Sunday's trip to Chelsea and the crucial midweek Champions League clash with Galatasaray.
England midfielder Jack Wilshere is also a doubt after he injured his ankle in a challenge with Danny Rose.
"I don't know how long they will be out but they will be out next week. I think Ramsey is a hamstring (injury), and Arteta is a calf. Wilshere is an ankle," Wenger added.
"Suddenly, we are short because we lost three players today and let's not forget we had already two out on long-term [forward Olivier Giroud and defender Mathieu Debuchy] plus Walcott, that's six. Diaby is not ready, seven. It starts to become a worry."