The Gunners have already moved to bring in new personal this summer, with a £13million deal for Marseille's Samir Nasri close to completion as Wenger looks to add to the capture of promising teenage Wales midfielder Aaron Ramsey, while 19-year-old Mexican striker Carlos Vela has been granted a work permit following his successful loan spell in Spain with Osasuna.
"In life you need to patient to get to the very top, and don't forget some players do not start to win until they are 28 or 29 and we have many players who are still under 25," Wenger told the official Arsenal magazine.
"I still believe we have created something special here, through the vision we have for the game, through the vision we have for the club and through the togetherness we have in the dressing room.
"Yes, maybe we have the feeling that we deserve something this season and we did not get reward for our work, but when you are a winner you come back.
"If you really share the kind of vision that the club has, you come back and say, let's show that we can win it."
Wenger, 58, added: "When things go against you of course it is very frustrating.
"You have to stay motivated though and what drives me on is my love for football, and also what drives me on is to try and come back and win."