The Gunners will be just one point behind Manchester United with a win over Stoke at the Emirates Stadium.
“This is a very important one for us,” Wenger told the club’s official website.
“The best way to win the Premier League is to win the game. It is only that which is important.
“If you want to keep in touch with Manchester United, which we want more than anything, this game is vital.
“We have given so much in the Premier League, we have gone through so many difficult periods and have come back with such resilience.”