The Gunners went into the Europa League clash amid reports of locker room blow-ups over form and wages.
But on their team spirit, Wenger defiantly declared: "I feel [we still have it]. That's what we want to show. That is in front of us and that's what we want to show, that we have the mental resources and qualities.
"I spoke about the cup final but people forget that to get to the cup final in England, you need mental resources and you need mental qualities. We lost against a team who is dominating English football at the moment, and it was unexplainable. We have to accept that, it doesn't mean that the team has no spirit. We all have to show that until the end of the season."
Wenger hinted at what he told his players to pick them up after a "nightmare week".
"When you have big disappointments you forget quickly that you have some qualities. In one week, you do not become a bad team or a bad player. Nothing is permanent in life," said Wenger.
"What is happening in life is just about how much you want to influence things. That's what we try to do. As I told you in the press conference yesterday, you have to be pragmatic. Sport is sport and football is football. Today we started the game and faced three or four corners, got away with it maybe. If one goes in, then we stand there again… You have to accept that, what nobody accepts anymore. It's a coincidence in the game."