The Gunners slumped to a surprise 3-1 defeat by Monaco on Wednesday night as the Ligue 1 side claimed victory at Emirates Stadium to leave Arsenal’s hopes of reaching the quarter-finals in tatters.
Arsenal know that they will need to score three goals without reply in next month’s return leg in Monaco to make it through.
However, Wenger is backing his side to bounce back from the loss by beating Everton in the Premier League in north London on Sunday afternoon.
Speaking at his pre-match news conference at Arsenal’s training ground on Friday, Wenger said: “You play 55 games a year and you have moments where you are disappointed. We want to finish the season in a strong way.
“I expect a strong response in the Premier League because it is a different competition. We have an opportunity to maintain our top-three position.”
The Frenchman continued: “There is nobody to blame individually. On the night everything went against us and missing chances was only one characteristic.
“What’s important to give a strong response. We are a big club so that gives us a stronger responsibility.”
Arsenal are currently third in the Premier League table and 12 points behind leaders Chelsea heading into Sunday’s clash with Roberto Martinez’s men.
The Merseyside outfit booked their place in the last 16 of the Europa League on Thursday thanks to victory over Young Boys.
MORE: Man United latest news
MORE: Arsenal latest news
MORE: Chelsea latest news
MORE: Liverpool latest news