But he has backed the German to rediscover his best.
"It is difficult for him mentally to be confronted with that pressure every three days and in every single competition," said Wenger.
"But he will adapt. Is he carrying more of a burden here than at Real Madrid? He shouldn't do that. I never tell him: 'You have to win us the game.'
"Maybe he feels that [being the record signing] in a different way than I do. I just want him to enjoy it and play well.
"I don't worry about Özil. He has gone a little bit through a difficult time. It can happen to anybody.
"He is all right. He loves to play. You give him a ball, he's happy. That's the most important thing. And he has the quality, so I don't worry.
"We have the experience to do that [support him], you always have to be behind your players. The best way is to show them support."
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