The club's mental ability has been called into question after going six years without adding to the trophy cabinet and the Frenchman knows that maintaining belief is also crucial.
"It's important to keep calm, relaxed and focused," Wenger told the Official Arsenal Magazine. "Not to rush your game, not to become too nervous. That's an important part of it.
"Every year we have a stronger second half of the season. I think in the last five or six years we have always had a young team, and they grow up during the season. This year that's happened again.
"You need belief too because if you look at what everybody outside was predicting for our team this season, nobody was counting on us to fight for the title. So we are doing better than expected, but now we want to get over the line."