The Gunners were made to work hard for their share of a 1-1 draw at West Brom on Sunday, with Claudio Yacob putting the hosts in front and Nicolas Anelka missing two fine chances before Jack Wilshere's deflected equaliser.
Arsenal created a couple of good opportunities of their own to make it six league wins on the bounce but a point was enough to leave them ahead of Liverpool at the summit, albeit on goals scored.
Despite that being a promising position, Wenger last got his hands on the Premier League trophy in 2004 and is understandably wary of getting ahead of himself.
"I feel it was important not to lose once we went a goal down, that was the most important thing for the mental comfort," he said.
"Of course it is good as well to remain top. (But) the mentality of champions is built up throughout a season.
"It is a bit early, only October. In March, April you can show you have the mentality of champions.
"At the moment it is early but it is good to continue our run.
"It requires special resilience. I believe that what is important is to continue to focus on the way we want to play."
Wenger was also generous in his praise of the Baggies.
Source: PA
Source: PA