Wenger's men cruised into the last four of the cup with a comfortable victory against Roberto Martinez's team, as a double from Olivier Giroud and goals from Mesut Ozil and Mikel Arteta secured progress.
The London club travel to the Allianz Arena on Tuesday for the second leg of their UEFA Champions League last 16 tie with a 2-0 deficit from the first leg.
Arsenal face a difficult challenge to progress to the quarter-finals, although they did earn a 2-0 second leg success at holders Bayern at the same stage last season, only to suffer elimination on the away goals rule.
And Wenger believes can take confidence into the midweek clash following Saturday's performance.
"It was important of course for us to win today to put us on a psychological front in a good mind and we can be inspired by our focus, by our desire and go to Bayern with the same spirit," the Frenchman said.
"The statistics go against us at Bayern but let's make sure the performance goes for us, then we have a chance."
Arsenal have beaten Tottenham, Liverpool and Everton on their way to the semi-finals of the FA Cup, wins that Wenger insists reflect their appetite for winning the trophy.
"We have had a good draw in the fact that every game has been it at home but we played," Wenger added. "On the other hand, some difficult opponents - Tottenham, Liverpool, Everton.
"That shows you we have taken this competition seriously."
‘He instantly popped into our ratings as one of the best U21 midfielders in Europe. The impressive thing is Slot has made him into more of a no.6' Inside Ryan Gravenberch's transformation at Liverpool
‘I don’t think Liverpool would look at Ollie Watkins, a striker isn’t a pressing issue for them – it’s Arsenal who need one’ Former Reds star explains why his old club don’t need an out-and-out forward this summer
