Arsenal have come close to several trophies, but have fallen at the final hurdles, throwing away promising leads in crucial games.
Wenger said: “There is always a need to improve the team but, if you look at our season, you cannot come to the conclusion we need a massive change.
“We live in a world where if you are the second best by a little, everybody says you are rubbish. It is not true. That is the modern world, but it is not the reality.”
