"I believe nobody can question my commitment," he said. "You are never completely happy with everything in our job. I have freedom to work, I have a quality squad.
"I have shown my commitment always to this club, in good and in bad times and in the worst times, but I don't think that people can question my commitment.
"We are very sorry that we haven't won a trophy, but many clubs would be proud of the record we have in the last four years.
With such a young team, if you consider the value of the team, the quality of the team and the investment we have made in the last four years, we do not have to be ashamed of the quality of the football we have shown.
"That is the most frustrating thing - the club is going in the right direction and we have to be strong enough to continue to do that."
Asked whether that meant he would still be at the Emirates Stadium next season, he added: "I do not have to repeat every week exactly the same thing."
Emmanuel Adebayor has been linked with a move to AC Milan, but Wenger expects to keep the Togo international.
"The only things I can say is that Adebayor is under contract and he's with Arsenal, and that's it - we want him to stay," he said.
Wenger is also pleased that his captain, Cesc Fabregas, has been formally cleared of any wrongdoing following allegations about his behaviour after the FA Cup quarter-final against Hull City.
"It is a relief," said Wenger. "I always believed he was innocent it has been confirmed. If the FA say there is nothing, we have to respect that."