"They (Southampton) gave us a tough game last time and we have to put that right," Wenger told reporters at his pre-match news conference.
"The message (this time) is that we play at home and we want to put a strong performance in because the strength we show at home now in the remaining games can be decisive."
Arsenal, who are third in the Premier League and through to the fifth round of the FA Cup, face Barcelona in the knockout stages of the Champions League, and Wenger said it would take something "exceptional" for his team to keep fighting on three fronts.
News that makes sense
Your trusted source for staying up-to-date with the world around you. Get free daily news updates and analysis, straight to your inbox.
"It is difficult to compete on three fronts. Exceptionally, it can happen," he said.
"It is (possible) because some clubs have done it. Bayern (Munich) have done it. But you need not to have any bad injuries and to have a basis of a team who can repeat performances."
(Reporting by Simon Jennings in Bengaluru; editing by Amlan Chakraborty)
