Arsenal trail leaders Manchester City only on goal difference but face testing fixtures against Tottenham Hotspur and Manchester United in the league this month.
"We had some difficult Novembers but also positive ones. The most important thing is not to live in the past," Wenger said.
"You have to live with the team you have at the moment. Our destiny lies in the mind of the players: how strongly they are focused, how hungry they are in every single game.
"We have very important games in front of us. The best way for us is to try and win and continue this strong run. We have to keep a good balance between vigilance and confidence."
Arsenal are on a 14-game unbeaten streak in all competitions, winning 11 of those matches, and face Bulgarian side Ludogorets in the Champions League later on Tuesday.
(Reporting by Shravanth Vijayakumar in Bengaluru; Editing by Peter Rutherford)
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