"If you're not in the race you cannot lose it, if you declare yourself not in the race you cannot lose it, simple as that," he said.
"I think just that our job is to be ambitious and to try to win, if we do not win to take full responsibility for that. That's as simple as that and that's how I see it.
"I say yes we are in it, yes we will have a go for it, we will absolutely give everything to go for it and if we don't do I will take responsibility for it, but I just see it like that."
Wenger added: "We live in a league and in a country where we have one advantage - everybody can think what he wants, (but) it is very difficult when you're first in the league to distract people."
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