In a bid to avoid a similar situation this time around, Wenger has urged his side to come away from Tuesday night's trip to Bulgaria against Ludogorets Razgrad with all three points so they can be in the driver's seat for the top-of-the-table meeting with PSG in London on November 23.
"It's our prime target to win the group," said Wenger.
"Step by step: qualify first. We have played Paris Saint-Germain away, and play them at home to come. We have a good opportunity tomorrow if we win.
"It is an advantage because you play the second game in the last 16 at home, so you know exactly what you have to achieve at home.
"You have the support. If it goes to extra-time or penalties, you play at home. So it's a little advantage.
"But if you can finish first, why finish second?