Wenger, who will match the achievements of former Manchester United bosses Alex Ferguson and Matt Busby and Dario Gradi at Crewe Alexandra by reaching the four-figure milestone at one club, said he would approach the game just as he has done the previous 999 since arriving in north London in 1996.
"It's a privilege and an honour to manage 1,000 games at this club," the 64-year-old, who received a gold cannon from Arsenal chairman Chips Keswick on Friday, told a news conference.
"Maybe I run after an ideal of making the players perfect, of having the perfect game.
"I run after that happiness week after week - sometimes you touch it a little bit, but of course it goes and you fight to get it again."
After eight seasons without winning a trophy, Arsenal are in the FA Cup semi-finals and victory against leaders Chelsea on Saturday would put them only one point behind the Premier League leaders with a game in hand of Jose Mourinho's team.
"We are on a good run," added Wenger. "It is the game of the season for us - it's as simple as that.
"The result tomorrow will be linked with the performance of the day. We are in a period where every point is vital now, especially against your direct opponents."
As tributes poured in for Wenger ahead of the weekend, the Frenchman thanked the club for backing him.
"The club has always supported me. Time will tell if I managed to make this club bigger than it was when I arrived, but I hope so," he said.
Wenger is still to sign a contract extension but spoke of leading the club into a new era on Friday.
"We have great players so I'm confident we can win trophies," Wenger said, who has kept Arsenal in the title fight this season despite injuries to the likes of Theo Walcott and Aaron Ramsey, said.
"I'm extremely motivated to stay for as long as possible but I accept that the next thousand (games) will be difficult.
"The next period for us is to deliver trophies and competing with everyone at the top level."
- Sports & Recreation
- Dario Gradi
- Crewe Alexandra
- Alex Ferguson