Arsenal fans have urged Wenger to make high-profile signings after a poor start to the season.
“There is no chance of me walking away,” insisted Wenger.
“The chance I have is to give my best for the club but we are living in circumstances where every defeat is seen as a disgrace and an earthquake.
“I always feel under pressure but no no more than usual.
“We now have a massive match on Wednesday night against Udinese in Italy.
“As it is the qualifier for the Champions League group stage, it is of big importance.
“So the important thing now is to lift the players.
“We want the supporters to be happy but for this match we had eight players out.
“I don’t feel it is all doom and gloom. I feel there are also positives.”