The Gunners have managed seven points from their three away games in the Premier League.
"We scored three at Watford, we scored four [at Hull]," Wenger told arsenal.com.
"We played 0-0 at Leicester but we had two or three opportunities. Away from home we look more convincing, at the moment, than at home.
"I believe that when we lost our first game [at home] it was a mental shock for us and for our supporters and straight away they had a little bit of scepticism and doubt.
"It was important for us to win the Southampton game and hopefully now we can have the same quality at home.
"The positivity comes from us and from our attitude. We have to think that we get the supporters behind us when the performances are convincing and not the other way around."