The Gunners have been struggling in the Premier League recently and only managed a goalless draw with Sunderland on Saturday.
“They tried to frustrate us and did that,” admitted Wenger. “We missed chances early and late in the game and we became nervous in front of goal.
“The attitude is very good among the players but in the final third we are not as efficient as we could be. Our passing is sometimes not incisive enough.
“Teams come here and play just one colossus up front and we have got to learn to cope with that. We are six points behind Villa, but there is still a long way to go. We are not sitting here with just three games left. Villa have difficult fixtures and we can come back. We also want to go as far as we can in the Champions League.”