The Arsenal boss believes this year's winners will come from one of 10 clubs - including the four representatives from the Premier League.
But there was no English club in last year's final, won by Jose Mourinho's Inter Milan, and Wenger believes the onus is on Manchester United, Chelsea, Arsenal and Tottenham to show this was an accident.
Enlarge Man with the plan: Gunners manager Wenger at training on Tuesday morning
He said: 'We have to show this year that last year was an accident. We have to come back and show we can compete with them.
'I think it was an accident but we'll see. I still think the Premier League is the strongest in Europe.'
There is an added incentive for English clubs this season as the final will be played at Wembley.
Centre of attention: Captain Cesc Fabregas jokes with his team-mates in training
'It's a long way to Wembley,' quipped Wenger. 'Unfortunately these six miles (from the Emirates to Wembley) are a long way.
'But the confidence is high. We need to show that we can focus every three or four days. I know that we can score goals: we've shown that recently and we need to keep doing it.'
Arsenal will be without Abou Diaby after the midfielder injured his ankle in the 4-1 win over Bolton on Saturday, while Thomas Vermaelen will also be missing with an achilles problem sustained during the international break.
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The news on Diaby - the midfielder is also set to miss Saturday's trip to Sunderland - will have come as a relief to Wenger as it was feared the 24-year-old was heading for a lengthy spell on the sidelines.
Diaby was injured in a tackle from Bolton's Paul Robinson on Saturday just after coming on as a substitute in the Gunners' 4-1 win.
Fit again winger Samir Nasri comes back into contention against Braga having recovered from knee surgery, while full-backs Gael Clichy and Bacary Sagna are expected to return after being rested against the Trotters.
Theo Walcott, Robin van Persie (both ankle), Nicklas Bendtner (groin) and Aaron Ramsey (leg) remain out.
Meanwhile, Bacary Sagna maintains Arsenal will not make the same mistakes again this season, should they progress to the latter stages.
'We are wiser for those experiences," he said in reference to the humbling defeat to Barcelona at the Nou Camp.
'In those games, Barcelona were better than us, but we didn't see the real Arsenal. We have to correct that and keep playing as a team. We know what we had to work on."We know what we need to reach a final and win it.
'It is a short way to go to Wembley stadium, but a long way to go to the final. We have to give everything to reach it and play game by game.
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