The Gunners slumped to a 2-0 home defeat against Swansea leaving them down in 10th place in the Barclays Premier League, their worst position at this stage of the season under Wenger.
Frustration is also growing amongst the support at what they see as the commercialisation of the club following the move to the Emirates Stadium.
It has coincided with a seven-season barren spell.
"We have to look for a solution from inside, and not look too much from outside," Wenger said.
"At the moment there is uncertainty among the fans, they do not have complete confidence we will win the game. Has it an influence on our performance? I don't know."
Wenger will look to lift his beleaguered squad for the midweek Champions League trip to Olympiacos and a crucial home clash against West Brom next weekend.
Arsenal have been linked with moves for Crystal Palace youngster Wilfried Zaha, as well as England veteran Frank Lampard, who is out of contract at Chelsea in the summer.
Liverpool goalkeeper Pepe Reina, Schalke's Dutch frontman Klaas Jan Huntelaar and Atletico Madrid striker Adrian are all said to be on Wenger's wishlist, as well as a possible loan move for Thierry Henry.
Wenger, though, insists he is fully focused on the here and now.
"Until January we have a lot of important games," he said. "We will decide that (transfers) in January, but at the moment we have to find solutions before January."
Despite all the fans' protests and frustrations on the terraces, Wenger maintains he must take a distance to keep things in perspective.
"I want our fans to be happy and over the moon, but I cannot say it affects the way I feel, because I feel I have to focus on the job and see how we can sort our problems out," he said.
"At the moment, we cannot be satisfied with the quality of our game, that at the moment is more important than the psychological side. You can see with the results that it is difficult for everybody at the moment, for all the teams, even those who have invested a lot of money.
"You have to keep the focus, the desire and the ambition to turn it around, that is how it works in a season. You cannot go to definite conclusions in one game."
- Sports & Recreation
- Barclays Premier League