The French manager replaced Alex Oxlade-Chamberlain with out-of-form Andrei Arshavin in the second half of the loss, much to the distain of some of the supporters.
The Poland international is full of respect for Wenger, and has stated that the Emirates Stadium faithful should stand by their coach’s convictions.
“No one will ever forget [what he’s done],” Szczesny told The Telegraph.
“I think he’s still doing a fantastic job and that’s not a question, really, his position at this club. He’s done a magnificent job over the 15 years and he’s still doing it now.
“So I don’t think his position at this club should ever be questioned. Fans have their opinion. They’re entitled to their opinion and they show it in the way they do. That’s fine with me.
“I think this club should be in the Champions League, year in, year out so I understand the manager’s point, absolutely.
“We’ve been there before and we’ve reacted very well. I think we’ll do the same thing again and make sure that this club goes in the right direction and we finish the season where we should.
“There’s a lot of pressure. Obviously, fans expect us to do better than what we’ve been doing. I’m confident we will pick ourselves up, we’ll win games and we’ll get our position in the Champions League.
“I’m not worried. I’m disappointed, obviously, but I’m still confident we can do it. It should be a big confidence boost for us, the likes of Jack Wilshere and Bacary Sagna coming back, Kieran Gibbs as well. They’re very important players for us.
“Hopefully, we can deal with all the pressure that’s around us at the moment and live up to the expectations because these fans and this club deserve better results than it is has got in the last few weeks,” he concluded.
By Gareth McKnight