Bendtner - in the starting XI following injury to Emmanuel Adebayor and Eduardo - was guilty of missing a golden chance against Roma, when he smashed the ball over from inside the six-yard box with the goal at his mercy.
Wenger, though, insisted he would be more worried were his frontmen not getting themselves in the positions to score.
"He is 21 years old, playing at the top level and creating chances. The problem at that level is if you don't create chances," said the Arsenal boss.
"He wants to work and he is becoming very professional.
"Before he was a little bit easy going. He realises now what it takes to me a top-class player. He works very well and for me he has a bright future."