Wenger claims they do possess a strong mentality which he thinks was evident on Saturday when they had to spend most of the second half down to 10 men following Jenkinson's dismissal for a second yellow card.
"Our character was questioned many times," the Arsenal manager said.
"You saw (on Saturday) that we have plenty. I liked the last 20 minutes when we were pushed back. We headed every single ball. We tried like mad and that's fantastic to see.
"Sometimes you have to just dig in and some players played in uncomfortable positions. When we have the desire to win, it helps a lot."