Defensive mistakes were laid bare in Tuesday's 1-3 loss at Swansea as they have been on numerous occasions this season.
Top Premier League clubs have splashed the cash in the January transfer window, desperate to qualify for the top four, which guarantees entry into the lucrative Champions League.
The Gabonese striker Pierre-Emerick Aubameyang, who signed for Arsenal on Wednesday, compared himself to the French "Gunners" legend Thierry Henry when defining himself as a "quick" player who scores goals, "a bit like Henry".
Aubameyang scored 41 goals in 97 appearances for the French outfit and the move to sign him up in January 2012 is still paying off for the club, even five years after he left Saint-Etienne.
The Aubameyang deal has been welcomed by Arsenal fans following the departure of Alexis Sanchez to Manchester United and Wenger says the 28-year-old was ready for a move to England.
"I have not met him until now, but I am happy that he will be with us". He started yesterday, but was still not completely well.
"You expect that he becomes the leader and takes the responsibility to lead the team to success".
'I am quite confident that this will be a new challenge for him and overall his behaviour will be fine.
But we may have to wait a little longer to see the Gabon global in an Arsenal shirt as Wenger says the striker is a doubt to face Everton due to illness.
Asked if he regretted not signing a defender, the Frenchman conceded: "Yes, because our defensive numbers are not good enough".
"We needed strengthening as we have to improve our defensive numbers to make the top four".
He continued: "That's why I had to think hard and talk with everyone who's important to me".
"It is a lack of focus in vital moments", he said. At Swansea, we had 75 per cent of possession and we are so obsessed with wanting to win the game.
"And then try to start the Premier League in a good way, like we did this season, but try to be consistent and try not to lose points like we did this season in some matches where we shouldn't".
'But it is about finding the balance'.