"The first half was good, with lots of fluent movement, but after we lacked a bit of urgency in the final third because we eased off," he said.
Wenger added: "If you look in the last eight or nine games, we have had a very good run.
"Saturday at Sunderland was not at the requested level.
"It is not out of the mind of the players because you never forget a disappointment, but it was important to win this game well with the Chelsea game on Sunday in mind."
"I am pleased, because this competition is not easy," said Wenger, who took his side to the final in 2006 and semi-finals last season.
"We were favourites in this group, which was normal, so we just did the job.
"But if you put the 10 years together, we have been consistent."
Wenger added: "There are two competitions in the Champions League, one is a championship, one is a cup.
"We move into that cup stage now, and that's very different psychologically.
"Every minute now becomes important. We have to adapt to that.
"Let's get all our injured players back, get in a strong position in the Premier League, and that will give us the confidence."