Bendtner - just back from a three-month injury lay-off - is well-known for his confidence, and was able to smile as he was replaced late on in the match, his poor finishing fortunately not proving costly in the final outcome.
Wenger, though, sees no reason to think the young striker will not soon be back among the goals.
"I believe he is on the way up in his game and in terms of his contribution," said the Arsenal manager, whose side must do without captain Cesc Fabregas against Porto on Tuesday night as they look to overturn a 2-1 deficit if they are to progress into the last eight.
"He missed some big chances on Saturday, but that is needed for any young striker at some stage.
"He looks at why he missed the chances and gets it right in the next game."
Wenger added: "Nicklas is really improving at the moment. That was just an isolated game.
"In every competition you always have something to prove and show how good you are.
"He has a good mental strength and, even if he was disappointed with the chances he missed, it will not diminish his desire and confidence to going to the next game."
Arsenal have not overturned a first-leg deficit in European competition since the UEFA Cup tie against Hajduk Split in 1978, the Gunners going out of the Champions League to Bayern Munich (2004/2005), PSV Eindhoven (2006/2007) and last season Manchester United after losing away.
Wenger, though, maintains this game will be different, as Sol Campbell's goal in Porto could prove crucial.
"There is always something new in our game and we have a good opportunity to change history," he said. "This team has a good chance to make history. This is a very young team and we want to win.
"We have scored away from home which is still a massive advantage, and that is why were are confident we can do it."
Porto were thrashed 4-0 on their last visit to Emirates Stadium during September 2008, their worst away reverse in the competition.
Wenger feels that result will have no bearing when the Portuguese side return to north London.
He said: "I do not think anyone will be complacent.
"We know it will be a tricky game, but we believe we can do it.
"We have good confidence, we are in a good position, so let's go for it."
Should Porto net an away goal, then the scenario of a penalty shoot-out would be on.
Arsenal needed spot-kicks to progress at this stage of the competition last season against Roma.
Wenger, though, did not set up a penalty session on Monday.
"We always practice penalties in training, but not the day before a game because it can have negative influences if you miss," he said.
"However let's see the game in a positive way. We hope we will qualify without penalties."
Arsenal v Porto. Click here to bet.