The Gunners have now failed to score more than one goal in four of their last five Premier League outings.
And Wenger's men struggled to break down a plucky West Ham defence at the London Stadium last night.
But after the game, the Frenchman downplayed talk his attackers are struggling at present.
"I felt that the 33 shots on goal against Manchester United and the chances we missed maybe had a little impact there," he said.
"We have to continue to focus on the quality of our game and not focus too much on the fact that we are not ruthless at the moment, that we come back by not making too big a problem of it.
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“He tried tonight, he did fight, and it was difficult because they defended very well as well”
Arsene Wenger on Alexis Sanchez
"It appears like that.
"The adjusted finishing is not quite right."
Wantaway star Alexis Sanchez was criticised for his performance against Southampton on Sunday.
He also failed to spark Arsenal into life last night.
But Wenger has came to the defence of the Chilean.
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"He tried tonight, he did fight, and it was difficult because they defended very well as well," he continued.
"I feel in situations like that you do not want to focus on one player.
"You want to focus on the collective attitude of the team and keep them focused on the quality of our game.
"We create chances and that will come back."
Arsenal take on struggling Newcastle this Saturday (3pm.)