The Gunners play Monaco later this month after qualifying for the Champions League knockout stages of Europe’s elite competition for a 15th consecutive season, but their participation in next term’s Champions League is in doubt in a competitive Premier League.
Arsenal continue their FA Cup defence in Sunday’s fifth-round clash with Middlesbrough.
“Our basic is always to finish in the top four and then win a trophy on top of that,” said Wenger, whose FA Cup success last term ended a nine-year trophy drought.
“We want always to be in the Champions League and this season it will be very difficult, because it’s very tight if you look at the table – every game now becomes a cup game.”
The FA Cup is a competition Wenger wants to do well in, though. “We have won (the FA Cup) five times during my period here,” he added.
“Nobody has won it more in the last 18 years, so we have always taken the competition seriously.”