"The players forget very quickly how good they are - much quicker than you think. We have to continue to believe in our strengths and not to forget," Wenger told beIN SPORTS.
"Our fans as well, to have a successful team, we need our fans. Our fans can say, 'OK, our squad is not good enough, we are not good enough' and think we have no chance - that will not work.
"We want our fans to be behind us in this moment as well, even if we are very sorry for what we delivered. To have a successful team we need to have that."
"Let's not forget, not one and a half months ago we won the Community Shield and won the [FA] Cup in a very convincing way with the same players," Wenger added.
"What we learned from this defeat was that we were not at all at the level that is expected from us and that we have to very quickly show that was a complete accident. The transfer period played a part in that as well.
"A top-level sportsman is a guy who keeps going where others give up. It would be absolutely stupid to say today that you give up for the rest of the championship."