The Gunners have endured a difficult few weeks, losing to Norwich City, Schalke and Manchester United, slipping down to seventh in the Premier League table.
Wenger handed Vermaelen the armband in the summer following the departure of former skipper Robin van Persie.
And the Frenchman believes that the responsibility has led to the Belgian centre-half taking Arsenal’s recent setbacks personally.
“Physically, Thomas is outstanding, but what has happened to him in recent weeks has affected his confidence,” said Wenger, whose side host Fulham on Saturday.
“You put more pressure on yourself when you are the captain. You want to be the best player in the team.
“However, you cannot be a defender and not make a mistake – but if you make one, then maybe you put a bit more pressure on yourself then because you think ‘I am the captain and I cannot afford that’.
“Thomas is a guy who is completely involved in the game – he breathes his football from morning until night, he thinks about it [all the time] and wants to do well.”
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