The Gunners meet Coventry City in the Fourth Round this weekend.
"I have been lucky enough to win it four times, but unfortunately we haven't won it for a long time now so in fact I am even more focused to do well in this competition now," Wenger said in the February edition of the official Arsenal magazine.
"I would love the club to win the FA Cup again."
Wenger added: "The magic of the cup is when you get close to the end of the competition, the dream becomes more real.
"We all had that dream as kids, we were educated by seeing people lifting cups that became our dream - to make it come true is one of our targets."
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