Wenger remains confident his side will get off to a strong start in the first leg on Tuesday night and will surprise some observers.
"We are the underdogs - you just need to read the English press to understand that," the Frenchman said.
"We have pressure because we want to do well and we want to win. I believe that whether you are favourites or underdogs, what counts is to play well, make a good pass when you have the ball and defend well when you don't have the ball. All the rest, in our job, you have to take a distance from it.
"What is important is that when you play to win a competition, at some stage you have to play a big team.
"If I listen to your questions, we are not favourites but I trust our quality, our spirit and our mental strength. So see you tomorrow!"