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Arsenal's Abou Diaby has been ruled out for three weeks with a thigh injury.
Wenger wants his side to make amends for Saturday's defeat to Chelsea against Olympiakos.
"The players are focused and disappointed that we lost the game," he said.
"They are still down of course, but we have a Champions League game in front of us at home and we want to put things right. There were a lot of positives in that game as well, what was not good is easy to correct.
"I believe the championship is long, but we have to make sure the Champions League is long as well.
"It is about how we respond. I am impressed by the mentality of my team, but the mentality is as well about how you respond to disappointment. I am confident we will."
Wenger is expecting a tough game against the Greek giants, adding: "Olympiakos are already in a position where their backs are to the wall because they have lost at home and in this Champions League when you lose at home it is very difficult.
"They are highly motivated to know they have to give everything to make it through. They are experienced and basically it is the same team (as it was) at the back of last season.
"I think they had a difficult start against Marseille and after became stronger and stronger through the competition last year.
"It looks similar this year, they had a difficult start at home against Schalke and if you analyse their team it is 90 per cent the same as last season."