The north London side suffered a damaging blow to their title hopes last weekend when they were beaten 3-1 by the Blues at Stamford Bridge to leave them 12 points behind the leaders after 24 games.
Arsenal are looking to go one better than their second-placed finish last season but have it all to do if they want to get themselves back into the title race.
The Gunners are currently gearing up for their Premier League clash against Hull City at The Emirates on Saturday lunchtime.
And Wenger is convinced that Arsenal are not yet out of the race for the title, despite conceding that Chelsea are in a strong position.
Wenger told his pre-match news conference on Thursday morning: “It’s never over – we cannot behave like that.Even if you think it is, I don’t. We cannot even think like that.
“We look at the teams around us and we’re all in a pack that is very tight, where the fight for every position will be massive like it has always been in the Premier League, maybe even more this season than ever before.
“The way we respond to our disappointing result last Saturday is vital. If it is over for us, it’s over for everybody else. We are all together in a pack there, so first we have to focus on staying at the top, then if we can reduce the distance between us and Chelsea after, you never know.
“They have an advantage where they aren’t playing in Europe. They have no midweek games, so of course they are in a very strong position.”
Arsenal have not won the Premier League title since their famous unbeaten triumph in the 2003-04 season.
Chelsea take on Burnley on Sunday afternoon.
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