Wenger warns Arsenal: We haven't won anything yet
The Frenchman said: "I take pride in the fact people go home having felt that for one-and-a-half hours, life is beautiful and that is why professional football exists.
"We get compliments when people enjoy watching your team - and that is the biggest compliment you can get because all the rest is basically for you and the ego."
Wenger continued: "As a manager you try to have a balance. Sometimes we were criticised for overplaying and not being efficient and being swept away by teams who often make the game physical against Arsenal.
"After that some people like more direct play, I have nothing against that - we play the game I like and my players like."
The Gunners boss, though, was quick to play down comparisons with the 'Invincibles', who swept to the league title unbeaten in 2003-04.
Wenger stressed: "At the moment only similarities in the short term - we are consistent.
"The challenge we face is the other team has been very, very consistent in the long term. That demands special stamina and motivation and that is something we have not proven yet."
And Wenger is well aware trophies are not won in the autumn.
"We have played a few games and done well, but we have not achieved anything," he added. "Any team in the league can do that.
"We all prefer to say 'well done' - but that is not enough. What is a real team is to achieve something together. We are a team who are miles away from having done that."