Chelsea bounced back from their opening-day defeat by Burnley with three consecutive wins in the Premier League, added to their mid-week 6-0 thrashing of Qarabag in the Champions League.
The Gunners, on the other hand, have won two and lost two in yet another disappointing start to a campaign under Wenger. The Frenchman is not obsessed by their opponents, though he knows the team must perform better defensively.
'It's an important game for us', Wenger told Sky Sports. 'The way we deal with that on Sunday will have an importance on our season. But it's very early. I'm confident that away from home we will get the points we want, but certainly mentally for our team it is important to play well and get a positive result', the Arsenal boss continued.
'As always the key is to be much better defensively than we were at Anfield, and to be much more dangerous going forward. By not being too obsessed by our opponent and not to forget to play our football'.
'[Chelsea] had a surprising early defeat but after that they have responded very well, to beat Tottenham and Leicester away from home. Overall since their first home defeat, they have played three difficult teams and won their games, so it looks again like they will fight for the Premier League'.
Alexis Sanchez returned to the starting line-up against Cologne on Thursday, scoring a fine goal as the Gunners came from behind at the Emirates, and Wenger says the Chilean is slowly getting back to his best.
'It was never a mental problem, because Alexis loves the game and loves to play. He came back, I gave him a long breather, over four weeks holiday, because he had not had decent rest in recent years'. Then he got injured, and now he is coming slowly back to his best physically, in the second half you could see that. His physical performance against Cologne was better, and he is slowly coming back to his best', Wenger said.
The French manager defended his striker: 'The supporters, of course, can sometimes be disappointed, but as well they acknowledge the performance on the pitch. That's what they want from their players first. Alexis is a guy who turns up on the pitch and performs for the club when he plays'.
'I think he's very close now to his best, and when he will be back completely physically, he would be starting every game'.