Arsenal have dropped to seventh position in the Premier League table following a number of disappointing results and face a tough task to clinch Champions League qualification - sitting nine points adrift of fourth-placed Liverpool.
They travel to Middlesbrough on Monday and Wenger has urged his men to step up their game and show what they can do away from home, too.
"We have to make sure we perform in the next game and give everything," Wenger said.
"When I speak about the mental test it is to perform no matter what the circumstances are around you.
"But what is for sure is that in the last three months there has been no consistency, especially away from home.
"At home we have not been disastrous in the quality of our performances. But away we have not performed, and it is difficult to analyse why because in the past we have been very strong."
Much has been said and written about Wenger's future at the club as well as Mesut Ozil and Alexis Sanchez's contract situation in recent months, but the Frenchman hopes his players remain focused on their task on the pitch.
"It has not been very enjoyable. It is a big challenge. I do not know if uncertainty off the pitch breeds uncertainty in the team and performance," he added.
"Of course the players ask me about my future. They communicate of course, but I think the most important thing we speak about is the next game.
"Mesut Ozil may be coming to the end of his contract but you perform until the last day of that contract. That is how I see it. We have to focus on what is important, and that is what happens on the pitch. Top-level sportsmen have to be like that.
"What is for sure, though, is that the results are not what we expect them to be."