The Gunners were undone by two early goals by Roberto Martinez’s side at Emirates Stadium and failed to recover despite Thomas Vermaelen halving the visitors’ advantage.
Wenger’s men responded to defeat at Queens Park Rangers earlier this month with an impressive win over title hopefuls Manchester City in north London – and the Arsenal boss is looking for a similar reaction this weekend.
“It is a massive game for us, of course, and I don’t need to look at the table to know that because the table is in my head,” Wenger told a news conference on Friday.
“But overall we have been remarkably consistent in the last two months and I am confident we will have a very strong response on Saturday.
“We want to focus on our performance, let’s not expect any lack of focus from Chelsea. It would be a massive mistake. They are on a high so it is always natural to be up for the next game.”
Arsenal go into Saturday’s clash third in the Premier League table and seven points ahead of their London rivals having played a game more.
And Wenger has underlined the importance of a third-place finish for the Gunners, with Tottenham and Newcastle still snapping at their heels with four games remaining.
“We want more,” he continued. “But where we are at the moment we will be happy with third place because there are great teams who would be very happy if they got there.
“You always want more but you see that the competition in England is difficult. Chelsea are now in the Champions League [semi-final] against Barcelona but they are sixth at the moment. That means it is not easy.”
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