The stadium was a lot emptier in the 3-0 league defeat by Manchester City earlier this month although freezing conditions could have kept fans away on that day.
Wenger acknowledged that empty seats were a concern.
"Of course I worry because I want our fans to be behind our team and be happy," Wenger told Standard Sport. "But after what happened in that week (against City) it's a bit understandable.
"We are in a job where we have to get the fans on our side and do absolutely everything to achieve it. That's what we want to do."
Arsenal are sixth in the league with 48 points and face an uphill task to qualify for next season's Champions League by finishing in the top four.
"I don't know how much negativity is out there. I focus on my job. I think I've shown in 22 years that I can do that, that I'll respect everyone's opinion and focus on my job with total commitment," Wenger said.
Their hopes of participating in Europe's elite competition next season hinge on winning the Europa League. Arsenal beat AC Milan 2-0 in the first leg of their last 16 clash and take on the Italians at home on Thursday.
(Reporting by Shrivathsa Sridhar in Bengaluru; editing by Sudipto Ganguly)
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