"We can still do it - Arsenal are unusual and open - they are capable of beating you 4-0 and then conceding just as many at home", he told Sky Sport Italia.
However, Gattuso remains confident that even if they aren't to progress in the Europa League, he believes they can still qualify for the Champions League next season through a top four finish in Serie A.
However, the striker, who cost Arsenal £50m last summer, is nearing a return to first-team action and Wenger expects his fellow French countryman to return to the fold after the worldwide break.
Mkhitaryan was seemingly disappointed to see a lack of Arsenal fans at the Premier League clash after his pointed message following Sunday's 3-0 win.
"You have many good teams in there and maybe this season this competition is at a higher level than ever".
A third straight win would also allow them to enter an extended worldwide break on a bit of a high after one of the roughest spells of Wenger's 21-year career. You pick the best team to win the next game.
"We can't take our foot on the gas we are going to treat it like a 0-0".
"That is why it was important for us to turn the corner especially when you have three games in one week, if you lose the first one you have more chances to lose the next one".
Arsene Wenger side doubled their lead in the 59th minutes as Henrikh Mkhitaryan played a lovely pass into the box and finding Pierre-Emerick Aubameyang who tried his luck from close range and coolly striked the ball into the back of the net to make the scoreline 2 - 0.
"Our form? Consistency is a sign of quality". But sometimes, when you have a negative spiral, it is hard to get out.
'I hope he's in the squad, ' said Wenger.
Jack Wilshere is set to walk away from Arsenal on a free transfer this summer.