The Gunners head to Old Trafford on the back of an impressive 1-0 Champions League victory at Borussia Dortmund which put them on course for qualification from Group F.
Even though Arsenal beat second-placed Liverpool 2-0 last weekend to move five points clear at the top of the Barclays Premier League, time will tell whether Wenger's squad can last the distance through to May.
Indeed earlier this week, Manchester United forward Wayne Rooney highlighted Arsenal's failure to maintain their form through the business end of recent campaigns.
While Wenger is too experienced to pay much attention to mind games, the Frenchman understands it will now be down to how much his squad believe in themselves to end almost a decade without a trophy.
"Usually after Christmas we have been very strong every season. For the rest, the comments are the comments - nobody knows what will happen in the future," said Wenger.
He could have England midfielder Jack Wilshere back in his squad at United following an ankle problem.
"What is the most important is that we trust our quality and show the resilience and the hunger to achieve what we can achieve," said Wenger.
"We have made a lot of improvements at the back in our defensive game and we have done well in the last two games, but there is a lot to do.
"We cannot come to the conclusion that we are in a position where we can relax - we have a lot more to achieve.
"We have won nothing at all, we have just won two games, and what is important is what we achieve in the future."
Arsenal will face their former captain Robin van Persie, the Holland forward having left the Emirates Stadium in August 2012 for £24million and scored 26 goals as Sir Alex Ferguson's men delivered the title.
Wenger admits it still does not sit well to see the player he signed as a 20-year-old from Feyenoord in the red of United, claiming "for me he is an Arsenal man".
Van Persie, of course, was not the first high-profile Gunner to leave the Emirates Stadium in recent seasons in search of success, with the likes of Cesc Fabregas, Samir Nasri and Emmanuel Adebayor all having moved on for big-money fees.
Wenger accepts it could seem some were perhaps a bit "impatient".
He said: "We have gone through years where we had to be tight financially and we did it in a way that was logical and normal without fading too much at the top level.
"Some players saw the other big clubs buying world-named players and of course they lost a little bit confidence that we can compete with them.
"I think we have always been consistent in the way we thought the club has to be run, but at some stage we can turn the corner. Hopefully we have done it this year."
Wenger feels it will be "a bit strange" to take on a United side at Old Trafford without Ferguson in the opposing dugout.
United manager David Moyes endured a tough start to his new job, but the Red Devils are on an unbeaten eight-match run in all competitions since losing at home to West Brom.
Wenger said: "David Moyes has shown great competence at Everton, so you need to leave him time to really get a grip on Man United, and he is slowly doing that. You see it now in the results.
"When someone has been there for 26 years and goes (like Ferguson), it takes time for the guy who comes in.
"It is very dangerous and difficult for the manager who comes in.
"For me, Moyes is dealing very well with the situation."
Source: PA
Source: PA