Arsenal's hopes of reaching the Champions League look slim, after a demoralising 3-0 defeat to Crystal Palace on Monday night at Selhurst Park.
The team are now seven points behind Manchester City with a game in hand. Wenger's team have only eight games left this season.
Speaking to Sky Sports after the defeat, which saw fans chant "You're not fit to wear the shirt" at players, Wenger said his job was to get the fans on side as quick as possible.
"You can understand that our fans are very unhappy," he said. "They come here with hope that we win the game [...] Every defeat is a big worry. I’ve managed over 1,100 games for Arsenal Football Club, and we are not used to lose like that. And of course it is a big worry."
Arsenal lose 4 consecutive away league games for the first time under Wenger.
3-1 v Chelsea
3-1 v Liverpool
3-1 v West Brom
3-0 v Palace pic.twitter.com/FVpQhzuesD— Squawka Football (@Squawka) April 10, 2017
Wenger conceded the Crystal Palace were "sharper than us in the duels" and revealed he the possession his team had was primarily in defence.
"I think we had a lot of the ball. We had a lot of possession. If they won all the second balls we would not have so much possession. I think we won many second balls as well, but there were in the decisive duels."
The French manager admitted he was worried after the game, but not for his own future, stating the team always came first.
"I can not go on forever after the game like that. I’m disappointed and determined to put things right. Tonight the worry is not me. It’s the fact that we lost a big game, and when you lose a big game it’s a big worry."
With eight games to go in the season, Arsenal are in a danger of looking backwards instead of up the table. Everton are on the same points as their rivals, but have played two games more.
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