Wenger has challenged his side to put last night's 3-1 defeat at home to Bayern Munich behind them and regroup to mount a final push for Champions League qualification again next season.
"We will have two battles, but maybe the easier battle will be to be back in the Champions League," he said.
"However, we have to give everything to try and change things in the second leg.
"But let's not hide the truth: it will be extremely difficult against a team of that quality.
"We have to give our best and hope we have built our confidence up a bit more, because that belief will be needed."