The Gunners failed to make any headway with their 0-0 draw at Aston Villa on Saturday and dropped even further behind in the title race as United beat QPR 3-1.
Despite the fact they are more than three ways away from the top, Wenger says he will not panic as another trophy-less season looms for the North Londoners.
"I would like to show what you (the media) wrote about us last year in September, October (when Arsenal were struggling)," he said.
"Why should we panic? We will worry about our next game and we will play that.
"We are focused on the next game. Don't worry for and about us too much."