Wenger has come in for heavy criticism after Arsenal's 3-1 loss at Premier League leader Chelsea, which came off the back of a surprise 2-1 home defeat to Watford.
That has left his side 12 points off the pace in the title race, but the Frenchman believes it now has an opportunity to show what it is made of.
Those results have unsurprisingly led to more questions about Wenger's future, with one supporter at Stamford Bridge brandishing a sign that read "Enough is enough, time to go".
Asked about that incident ahead of this weekend's meeting with relegation-threatened Hull City, Wenger said: " I believe what is important is we focus on the next game and do not give too much importance on one fan.
"It's not me at stake, it's the season of Arsenal that is at stake.
"In a football club it's important you have different opinions. What matters is not the opinions of people, what matters is the next result and how we respond to different situations.
"We fight with teams who have invested not much more than we have and this is a period where we have to stick together, focus and respond.
"It's been a difficult week. We are here to win football games and when we don't win football games we are very disappointed. It [the Hull match] is a good test at an important moment of the season and it's a good opportunity to show what we are made of.
"We have a big fight in the Premiership, a big fight in the Champions League, we have still the FA Cup as well. We want to do well in all three competitions. That is why it is important we focus, respond and get our fans behind the team.
"This is a very sensitive part of the season and we have to respond to disappointment together."
Defender Laurent Koscielny appeared to question Wenger's team selection in comments to French TV in the wake of the defeat to Chelsea.
But Wenger downplayed those remarks, saying: "The comments were lost in translation. The players are responsible for performance, the club works well when everybody does their job.
"He [Koscielny] didn't mean that at all, when you get a disappointing result people turn things around and we are used to that."
Arsenal's players have also reportedly held a team meeting in a bid to stop their form from falling away, but Wenger insisted that was simply routine.
"When you don't win the game we analyse together why we don't win, it's important to get clarity about what happened and rectify what didn't work," he said.