"We have to catch that back and we have a difficult programme, especially away from home. We need to respond quickly away from home now," Wenger told the club's website (www.arsenal.com).
With Leicester City impressing in their 2-0 win over Liverpool, Wenger believes the spotlight will shine even brighter on Claudio Ranieri's side and hopes the increased pressure can help derail their phenomenal campaign.
"Leicester won again and now I am sure that everybody will take them very seriously, especially in the media, so they will be under pressure as well," the Frenchman said.
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"But we have not to look too much at Leicester or (second placed) Man City. We have to win football games. We have to focus on how to respond quickly and win our next game, that's all we can do."
Arsenal have failed to score in three consecutive league games for the first time since February 2009 and Olivier Giroud called on his team mates to rediscover their killer instinct in front of goal to get their league title tilt back on track.
"It's a long way to go and we just need momentum. You have to keep the faith and keep believing that you will maybe score. He (Saints goalkeeper Fraser Forster) was always in the right position and did very well and it is frustrating," Giroud said.
"Now we are five points from Leicester so it is going to be a hard time in the few weeks to go and we need to get as many points as we can. It's not over, we need to stay positive and be more efficient in the next games to come."
Arsenal travel to relegation-threatened Bournemouth on Sunday.
(Reporting by Shravanth Vijayakumar in Bengaluru; Editing by John O'Brien)
