The FA Cup has been good to the Gunners in recent years and Wenger’s side travel to Championship side Preston on Saturday seeking to lift the trophy for a third time in four years.
Their 2014 triumph ended Arsenal’s nine-year wait for silverware and a repeat success 12 months later suggested Wenger’s side were acquiring a winning mentality.
But their failure last season to really challenge Leicester in the Premier League title race and their current standing in fifth place, eight points adrift of leaders Chelsea, suggest the north London side still have work to do if they are to become league champions for the first time since 2004.
Wenger knows he must once again at a minimum deliver a place in next season’s Champions League, but is adamant that does not mean he will view the FA Cup, and the potential fixture pile-up that comes with it, as a distraction.
“It is a big priority for us,” Wenger said. “We have shown historically that we care about it and it is a massive competition for everybody.
“To win the FA Cup is always a target each year. We know as well that after a congested Christmas period that the third round is always a tricky game.
“That is why I believe it is a mental challenge for the Premier League teams to prepare well and not have a bad surprise, especially when you go to a Championship team, as it is always difficult.
“It’s a debate every year about how special the FA Cup is. I personally have no special solution but when April and May comes and teams go to Wembley, it’s something special.
“It’s a special occasion, a special trophy and in every single country, everybody dies to win the cup.”
Arsenal go into the tie having recovered after trailing 3-0 to claim a point at Bournemouth, although the relief of avoiding defeat was tempered by the loss of two points in the title race.
Wenger is likely to make changes and could include Danny Welbeck for the first time since the forward picked up a knee injury against Manchester City last May.
“He wants to play,” Wenger said. “But Danny is as well conscious of taking his time. He came back after a long injury and had a setback so he suffered a lot.”
Preston manager Simon Grayson has inspired a team to an FA Cup upset before, having been in charge of Leeds, then a third-tier side, when they defeated Manchester United at Old Trafford in the third round seven years ago.
Despite having one of the lowest budgets in the Championship, Grayson has guided Preston to 11th place and they defeated Premier League opposition in September by knocking Bournemouth out of the League Cup.
His side are on a decent run at present, having lost just one of their last six matches, although that single defeat, 4-1 at home to Leeds on Boxing Day, proved costly, with striker Jermaine Beckford collecting a second red card in consecutive appearances.
It means that Beckford, who scored the Leeds winner for Grayson in that cup win at Old Trafford in 2010, will be suspended for Arsenal’s visit.
“I don’t think winning at Old Trafford as a Leeds fan and Leeds manager can be replaced by anything but beating Arsenal would be right up there because they’re one of the best teams in the country,” Grayson said.