The Gunners are searching for a first trophy since 2005 and enter the derby at the top of the Premier League standings with a two-point lead over Jose Mourinho's Chelsea.
Some have attributed the Gunners' lead to a favourable fixture list, with the opening day loss to Aston Villa followed by seven wins in an eight-match unbeaten run in the Premier League.
"We will absolutely go for this game," Wenger said.
"We haven't won the title for a few years and people question that now.
"At the end of the day, the Premier League will reflect the quality of the performances of the team throughout the season and how well you do in the big games. This is a good opportunity for us to show we are ready."
Wenger is uncertain if the League Cup clash will have an impact on the Premier League and is unconcerned by the opinion of those who believe his side will be overhauled at the top of the standings.
"I'm not sure it will affect the Premier League at all, but you know people will look at you, how you behave and whether you can win the big games like that," Wenger said.
"What is for sure is that you want to win these sort of games.
"That has a certain psychological influence on the team.
"What we want to do is to show that we want to be considered as a very strong team and that comes only with the way we play and with the results, so let's just focus on that."
The match pits Wenger against old adversary Mourinho for the first time since the Portuguese returned to English football.
Wenger endured a difficult relationship with Mourinho during his first spell and the pair last crossed swords in the League Cup in the 2007 final, when the Blues beat a youthful Arsenal.
Wenger plans to utilise his squad players in the match.
"The team will be a mixture, with some players who are at the moment not getting the games they need and deserve, and also one or two young players," Wenger said.
"I have to get that mixture right."
Denmark striker Nicklas Bendtner could make his first Arsenal start since March 2011, but Mathieu Flamini (groin) and Mikel Arteta (suspended) are absent.
Source: PA
Source: PA