Seeing as every club dreams of winning the cup, Wenger has heaped more pressure on his team as they go into their semi-final at Wembley today as huge favourites against Championship side and holders Wigan.
The Gunners were top of the table at Christmas time but have fallen away badly and are now in danger of not even finishing in the top four with Everton closing the gap.
Wenger has been under scrutiny again this week but hopes an FA Cup success will make all the sacrifices worth it.
“The Champions League was vital for us until now and, for me, at the start of the season the minimum requirement,” said Wenger.
“But don’t imagine I sacrifice every day of my life not to win a trophy. Everybody fights for that. We all play to win something. If you are in the FA Cup everyone can dream of winning it at the start of the season.
“The championship… only seven clubs can dream of winning it at the start of the season. A cup is a dream open to everybody and that is the beauty of the FA Cup.”
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