Wenger's men have drifted from contention in recent weeks following defeats against leaders Chelsea and Stoke City and were denied three points by a Mathieu Flamini own goal in a 2-2 home draw with Swansea City on Tuesday.
The Swansea result left Arsenal six points clear of fifth-placed Everton, who have a game in hand, and prompted Wenger to admit he is looking over his shoulder at Roberto Martinez's men.
However, the Frenchman believes his side's goal must remain topping the Premier League table ahead of Saturday's clash with Manchester City, who are third.
"There is no other priority other than coming first - that is still our target," he said.
"If people say Everton can catch us then we can catch the teams above us.
"The mood is of course disappointed but we want to prepare for the next game. We gave everything against Swansea.
"We want to focus on our own strengths and we need to have a top defensive performance."
Arsenal, thrashed 6-0 at Chelsea last weekend, host City on Saturday and will be keen to banish memories of a 6-3 defeat in the reverse fixture, although Wenger believes there are positives to be drawn from that performance.
"There's plenty of positives to take from the game at the Etihad," he said. "But of course we must defend better.
"We haven't started the big games on the front foot and we want to change that.
"We were 17 or 18 times top of the league this season. We need to continue to work well, we have been unlucky with injuries."
Wenger also revealed that Aaron Ramsey (thigh) is winning the race for fitness from the players he has currently sidelined, adding: "Ramsey will be the first back but we still need to be cautious. Jack Wilshere (foot) needs more time."
