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Arsenal have not won anything since the 2005 FA Cup triumph against Manchester United, by far the longest barren spell since the Frenchman arrived in 1996.
“The last four years have been the most challenging,” admitted Wenger.
“It’s not linked with the fact we have won no trophies. I think it is moving into the new stadium and keeping the team at the top.
“For me the best period at the club is the last four years but unfortunately it is also the period where we have not won trophies.
“But people forget we have been reasonably consistent and it has been the most difficult period, but as well for me, the period where I worked the best.
“Moving into a new stadium, with less resources, people should respect the fact we have still made some money in every single year without the team dropping a level and maintaining a successful period in the Champions League and reasonably in the league. I think it was quite difficult.”
Wenger will be waiting on the fitness of captain Cesc Fabregas for the visit of fellow Champions League hopefuls Aston Villa on Sunday.
Fabregas missed the 3-0 win over Hull last week with a minor hamstring strain but may have recovered sufficiently to be involved.
Tomas Rosicky (hamstring), Nicklas Bendtner (groin) and Robin van Persie (ankle) remain sidelined, along with full-back Gael Clichy (back) and Johan Djourou (knee), while Armand Traore could be ready to return.
After recording impressive victories over Liverpool and Hull in their last three matches, the Gunners look to have recovered from a dispiriting 3-0 home defeat to Chelsea that saw them widely written off as also-rans.
Yet the visit of Villa will truly test their ability to compete with the best as Martin O’Neill’s side, unbeaten in eight matches, look capable of fulfiling their aspirations of a top-four finish.
Villa have already beaten United, Liverpool and Chelsea this season, so a victory over Wenger’s men would complete a cleansweep against the big-four.
On recent form, Villa will make the journey to London confident of repeating last season’s 2-0 triumph at the Emirates.
Stewart Downing and Ashley Young’s form on the wings, combined with the displays of James Milner since switching to a more central role, have been pivotal in Villa’s progress.
O’Neill has revealed he will utilise his squad over the festive season, though.
He said: “To go to Manchester United and win, then travel to Sunderland last midweek and win there, and then beat Stoke at home on Saturday was great because we’ve gone in with the same team and subs each time.
“I have really good faith in the players. The players want to play for a start.
“Imagine asking James Milner if he wants to rest up for Arsenal, he wouldn’t have it. The same would apply to Ashley Young or any of the players.
“But we have one or two fresh players around and this programme between now and the end of the calendar year, never mind the games we go into immediately in January, is definitely something to look at.
“It is a big period for us and I am quite sure we will utilise the players in that period.”
England forward Emile Heskey is Villa’s biggest injury concern as he suffered a groin injury during a 1-0 home success over Stoke.
Transfer students share their campus experience and encourage peers to join varsity here
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