Against a backdrop of protests and poor form Wenger is still yet to publicly announce whether he will sign a new contract at the Emirates or end his 20-year reign and walk away at the end of the season.
The Frenchman is in real danger of seeing the Gunners finish outside of the top four for the first time since his appointment in late 1996, but has distanced himself from feeling any pain from the protests.
Speaking to Norwegian TV channel TV2, he said: "I am like everybody - I prefer to be loved than hated but I can take a distance with that.
"I know as well it is not the person itself, it is the fact the manager does not win the games. They want to win and I can make a difference in that.
"I don't take it too personally. In fact, I personally hate myself - the manager - more than anybody when I don't win the games. I am a very bad loser."
Arsenal have not won the league since 2004 but have lifted the FA Cup in two of the last three campaigns, and Wenger pointed to the lack of domestic dominance of other big clubs to show how difficult continued success can be.
"People want to win," he added.
"If you don't win the championship, the FA Cup, the Champions League, it is absolutely disastrous. But if you look back in the last three years, we won the FA Cup twice and finished second, third and fourth.
"We are in the FA Cup final again. Overall, I believe we are not happy because you want to win absolutely everything.
"But you have to accept as well that Real Madrid has not won their championship for five years. They are big clubs - it is difficult. Liverpool hasn't won it for over 20. Just because you turn up doesn't mean you win. It is difficult to win."
Wenger comes up against long-term adversary Jose Mourinho on Sunday as Manchester United visit north London.
He has never beaten the Portuguese in 12 previous Premier League meetings but needs to break that duck this weekend if the fans are to show any of the love he is craving.