Wenger's side ended that by coming from a goal down to win 3-1 at West Ham on Boxing Day.
"It has been a difficult period but mainly down to our schedule," he said. "I completely think our schedule has been absolutely horrendous."
Wenger suggested that the effect of a busy schedule on his team's results had also impacted on their confidence.
He said: "When you do not win for four games, it's important to come back and for your confidence level to win.
"If we had not won (at West Ham), we would have had to answer many questions. It was the kind of game many people would have questioned us had we not won and especially if we lost."
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