The Gunners face third tier Coventry in the fourth round at the Emirates Stadium on Friday.
Victory will move the Gunners one step closer to a trophy they last won in 2005 — Wenger’s fourth success in the FA Cup.
That win, against Manchester United at Cardiff’s Millennium Stadium, was the last time Arsenal collected major silverware, as Wenger has been regularly reminded in the intervening years.
And the French manager is desperate for his side — the current Premier League leaders — to end that drought.
“I have been lucky enough to win it four times, but unfortunately we haven’t won it for a long time now so in fact I am even more focused to do well in this competition now.
“I would love the club to win the FA Cup again.”
Should Coventry deny Arsenal, it will rank as one of the biggest shocks in this season’s competition.
And Wenger said it was far too soon to be thinking about ‘the road to Wembley’.
“I would say when you get to the quarter-finals then you think there are only two games to go before you’re in the final and until then you just want to get through each game.”
He added: “The magic of the Cup is when you get close to the end of the competition, the dream becomes more real.
“We all had that dream as kids, we were educated by seeing people lifting cups that became our dream — to make it come true is one of our targets.”
Wenger must decide whether to make wholesale changes ahead of the Premier League trip to Southampton next week.
Niklas Bendtner and Alex Oxlade-Chamberlain are in contention to return after injury lay-offs and England midfielder Oxlade-Chamberlain is confident Arsenal can maintain their early season form.
“As long as we keep that togetherness and that belief in ourselves, it is up to us how well we do this year,” he said.
Coventry travel to Arsenal as huge underdogs, having undergone a steep decline since winning the FA Cup in 1987.
The Midlands club now play home games at Northampton Town’s Sixfields Stadium after a wrangle with the owners of the Ricoh Arena, their former home in Coventry.
Relegated to England’s third tier for the first time in their history in 2012, Coventry were deducted 10 points at the start of the campaign for entering administration.
But the Sky Blues are nevertheless a very creditable 11th in the table under manager Steven Pressley.
And the Scot is optimistic his side can upset the odds.
“We’ve had some very good training sessions and had our analysis meeting on how we are going to play against Arsenal,” Pressley said.
“It is going very well and we are going to continue to work towards it throughout the week.
“We’ve been training with 11 v 12 exercises to train on how to cope with the overload of their players and we are going to have to make sure we do everything right if we are going to have a chance.
“Arsenal have great ball retention and we are working very hard on how to cope with that. It is going to take an incredible performance and our players have to play to the absolute detail to get a result.
“We are going to need an element of luck as well. If all those factors come together, you never know. Any result can happen and that is why we love football.”