Wenger insists his players have the ability, but lack a winner's mentality.
"The players are really hurting but you have to take it on the chin and come back with a strong response. That's all we can do.
"I think we have a great team but Saturday shows that we still have to show more maturity on the mental front. We have to understand what it means to win big games. Blackburn was a big game for me. But it is important that we come back and respond well."