However, the Gunners chief has also hit back at criticism that his side dips in form towards the end of the campaign.
Wenger saw his side drop to third place in the table on Saturday, four points behind leaders Chelsea, and behind second placed Liverpool on goal difference.
The Frenchman described the loss at the Britannia as a “big worry” and a “major setback”, with just 10 games of the season remaining.
“We cannot say it’s easy,” Wenger said.
“It is difficult, but I expected them to win at Fulham.”
Wenger did remain confident his side would bounce back however, and responded to suggestions his team usually dips in form at this point of the season.
“I would say look at our results at the crucial point in the season and you would be surprised,” he added.
“Somebody says something that is not checked and everyone repeats it and it becomes an opinion, even if the facts don’t show it.
“Our end of season has always been very strong.”