The North London club struggled in their short trip to Wembley, failing to make chances count against Championship play off hopefuls Wigan.
A late equaliser saved Wenger’s side from utter embarrassment yet again after a miserable second half to the season leaving them outside of the top four.
Many claim that only an FA Cup triumph would keep Wenger in a job but the Arsenal boss is only worried about getting his players back on track.
“The win will rebuild the confidence which was very jaded, I’m confident we will respond well.
“It will give us a target for the end of the season and it allows us to focus on the Premier League in a more serene way.
“We had the nerve and the mental strength that has been questioned recently, that’s why I’m happy they gave that response.
“I was never worried about that, but you have to show it in the great occasion.”
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