Andrey Arshavin believes Arsenal must improve as a defensive unit despite climbing to the top of the Premier League.
The Gunners leapfrogged Manchester United and Chelsea on Saturday following their 2-1 home win over Fulham.
However, it was anything but a convincing rearguard display from Wenger's men, whose defensive frailties have long been highlighted.
Although Arsenal's attacking prowess is undoubted, they have been criticised for having a weak defence this season, during which they have succumbed to home defeats by West Brom, Newcastle and Tottenham while losing away to Shakhtar Donetsk and Braga in the Champions League.
The Gunners have kept just one clean sheet in their last nine games and although Arshavin admits leaking goals is a concern, he insists the rest of the side can do more to help out the defence.
"We struggle all the time in defence," he said. "We have to score more than we concede, that's it.
"It is very frustrating. We are trying to improve, but we can't.
"We don't just blame our defenders. Sometimes I can't run, and let defenders cross so the forwards score a goal.
"It doesn't always depend on defenders. As a team we need to improve defensively."
Although the 2-0 defeat at Braga two weeks ago means Arsenal are still to secure their place in the Champions League knock-out stage, victory at home to bottom club Partizan Belgrade will ensure they go through.
Shakhtar are three points clear so need just a point to win Group H and be seeded for the last 16, but Arshavin believes Arsenal should fear nobody if they have to settle for a runners-up spot.
"I think we have no chance of topping the group," he said.
"It is disappointing, but we always knew Shakhtar and Braga were good teams, especially at home. Unfortunately they showed that against us.
"We will get a difficult draw, but Arsenal want to win the Champions League and if you want to win it you have to play the best teams, like Barcelona and Real Madrid.
"It doesn't matter if it's in the last 16, quarter-finals or semi-finals."