Wenger concedes Arsenal fans nervy about season prospects
But he insisted Arsenal's stars DO care and that they were in shock at their inability to play free-flowing football against Norwich which then affected them against Germans Schalke on Wednesday.
The Frenchman added: "This team cares. When you don't get the result the confidence goes quickly.
"That is part of the quality you have to show, that we're capable of dealing with that. The result at Norwich maybe affected them more than they would think.
"I don't say the players are fragile but you could see with Schalke that we played OK in the first half but slowly dropped. Is it physical or confidence? It is difficult to know."