The Gunners have been more convincing on the road this term and the north London club have started the season with 4-1 and 3-1 away wins over Hull City and Watford respectively, while also picking up a point and keeping a clean sheet against Premier League champions Leicester City.
“We scored three at Watford, we scored four [at Hull],” Wenger told Arsenal.com on Sunday.
“We played 0-0 at Leicester but we had two or three opportunities. Away from home we look more convincing, at the moment, than at home.
“I believe that when we lost our first game [at home] it was a mental shock for us and for our supporters and straight away they had a little bit of scepticism and doubt.
“It was important for us to win the Southampton game and hopefully now we can have the same quality at home.
“The positivity comes from us and from our attitude. We have to think that we get the supporters behind us when the performances are convincing and not the other way around.”
Arsenal’s next line of action is another away tie against Championship club Nottingham Forest on Tuesday night in the EFL Cup third round.