Wenger, whose team were dumped out of the League Cup on Tuesday by fourth tier Bradford City, faces the possibility of losing England winger Theo Walcott after Cesc Fabregas, Robin van Persie and Samir Nasri left to earn more money elsewhere.
In an interview with FourFourTwo magazine, the Frenchman agreed it was difficult when top players walked away, especially when they were reaching their prime but said he would not make drastic changes to the transfer policy.
"I think we'll stop that happening (players walking away) because we have a good young generation of English players coming through and we'll try to build the team around them," he said.
"I'm confident they will stay and commit to the club. My regret is that we already had great teams in place that could compete at the top. You could feel that the potential was there, but now it feels like we're starting again and it's frustrating.
"My vision is to continue to produce a large majority of the players from within the club. I want to buy players who can bring top-class pedigree from outside, but I think our target is to produce players who integrate into our style of play."
Despite Arsenal's current struggles and seven years without a trophy, Wenger said he felt no more pressure than usual.
"I always feel under pressure to deliver, always. You can only be successful if you question yourself, because the game has become bigger and better. With teams like Chelsea and Man City coming in, I think we have to do what we do even better," he said.
Wenger said he felt something like a guardian figure at the north London club.
"I feel responsible for the evolution of the club. When you've been here for 16 years, you're part of the history and the guy who is responsible for the values that the club wants to show in all aspects of daily life." he said.
"For example, if a manager changes every two years and the players stay for 10 years, the player will always have a greater influence. If a manager stays at a club for 15 years, he is a 'memory' of the club. It gives you a kind of authority, because people respect the way you behave and the way you do things."
(Reporting by Josh Reich; Editing by John Mehaffey)
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- Bradford City
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