Arsenal are now through the group stages for the 13th season in succession - a feat of which Wenger is ''very proud'' and one he wants to cap with a victory at Olympiacos.
"We will play to win, to finish top of the group," he said.
"If you look at some groups, like the one with Dortmund and Real Madrid, you don't really know whether it is better to finish first or second.
"But overall statistically it is still better to finish top because you feel you've done your better if you finish top of the group.
"We will try to win at Olympiacos and Montpellier can beat Schalke at home. We will take a full-strength team."