The Gunners have never won Europe’s elite club competition and Wenger’s side lost the 2006 final to Barcelona in Paris.
Arsenal begin the knockout phase of their Champions League bid this week with the first leg of their last-16 clash with Monaco at Emirates Stadium on Wednesday night.
And Wenger concedes that he is keen to help Arsenal win the only major trophy that has eluded him during his spell in charge at the north London club.
I think we have the right commitment, the right spirit in the side
Asked if there is an extra motivation for him to win the Champions League, Wenger told a news conference on Tuesday afternoon: “Yes, of course. We were so close.
“We played one final, two semi-finals, four quarter-finals and that’s what we want to do – to go to the end and win it.
“But if you look around you, you know only one thing – let’s do it step by step. Let’s try to go into the next game with belief and humility.”
Wenger’s Arsenal head into this week’s game in good form, having moved into third place in the Premier League table with victory over Crystal Palace on Saturday.
“What I take from our recent performances? We can be confident because we won our games,” he added.
“I think we have the right commitment, the right spirit in the side.
“But they are hard-fought games in the Champions League. We have to be ready on the [right] concentration level.”
Arsenal’s most recent meeting with Ligue 1 opposition came against Olympique de Marseille in last term’s group stage, when they won 2-1 away and 2-0 at home.
As Monaco coach, Wenger won the French league title in 1988 and the French Cup in 1991.
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