Having gone four years without winning a trophy there is an element of the Gunners support that is demanding some kind of success.
Yet Wenger maintains the Carling Cup is not on his radar.
"I know we have not won a trophy since 2005 but I do not consider that if you win the Carling Cup you will be going on a trophy parade," he said.
"It is a competition for our younger players. If I don't play them here where would I play them?
"We played in the quarter-final of the Champions League last season against top teams. Playing in those matches is 10 times harder than playing in the Carling Cup."