Gervinho has bagged just two since arriving at the Emirates from Lille in the summer.
But Wenger revealed he took the Ivory Coast striker aside yesterday to reassure him the goals will come.
The Gunners boss said: "The problem with Gervinho is that he's in the opposite position to Robin van Persie.
"He is desperate for a goal and once you are in that situation maybe you start to think about it too much.
"You could see the other night against Borussia Dortmund he had the chance to score but then started to think.
"When you start to do that you are absolutely finished. For a long time you don't talk about it to players as a manager but at some stage you have to say, 'Don't worry, try to be natural'. At some stage you can say what you want.
"I spoke to him today about that but he is not obsessed with scoring goals. It will come naturally."