The Gunners' campaign suffered another setback on Saturday when a scrappy second-half goal from former trainee Colin Kazim-Richards sent them crashing out at home against Blackburn, despite having plenty of chances to put the tie beyond the npower Championship side.
It was far from ideal preparation for next week's crunch Champions League visit from the imperious Germans, and Wenger said: "I think we have a great team, but this shows that we still have to show more maturity on the mental front. We have to understand what it means to win big games, and this was a big game for me."
He added: "I am the first to stand up and say I am responsible for the team selection, but that is not an excuse: if we cannot beat Blackburn like that, I don't think it is down to the selection of the team.
"The top level is about consistency in every single game and that is what we could not show.
"Coming after the Sunderland game we came out with a flat performance and that shows that, mentally, we are not capable at the moment of preparing in exactly the same way for every game.
"Maybe they still thought 'okay, we are playing at home against Blackburn, it will be difficult, but we will win the game anyway' - it doesn't work like that."
Arsenal now face an uphill battle to end their eight-season trophy drought, with any hopes of a sustained challenge in the Barclays Premier League long over.
"It is (always) vital for us to fight for silverware, but unfortunately this one will not happen for us now and we can only look at ourselves and not complain about anything else," Wenger added.
"Now it is vital for the end of our season that we respond in a strong way on Tuesday night."
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