"The league is wide open but we are in a position that every point we drop we are asked about it. I understand that, but champions are people who never stop and we can show that belief to keep going. We can do that in the next game," he told arsenal.com.
"Of course [it is an enormous task], but we don't think about that at the moment. We must just believe that the next game is one to reduce the distance between us and Liverpool."
Wenger added: "It is frustrating but that is part of it. Middlesbrough are a team who are capable of beating everybody in this league on their day, and we have to accept that. I believe we are on the way up, comparing how we were at the beginning of the season; then we would have lost a game like this.
"We have a better defensive balance, are more a team but just lack that extra thing that comes with confidence. This is a young team that is under a lot of pressure at the moment and that is why it is important to keep belief."