It means they keep the pressure on Chelsea and Manchester United who meet at Stamford Bridge on Sunday.
Wolves made a bright start but were undone by own goals from Ronald Zubar and Jody Craddock.
Cesc Fabregas and Andrey Arshavin extended their lead before Craddock scored for the second time, at the right end.
Wenger is keen to get his hands on the title again and said: "The desire is there. We just want to strengthen our belief.
"The most important factor is we play for each other as we do. We have to focus on our performance and continue to develop our style of play.
"We were out of it (the title race) last year after we lost five games in 14. Two years ago, though, we were close to winning it, people forget that. We will keep our humility and play our game."
Wenger will not read too much into the scoreline between Chelsea and United - and does not rule out Liverpool to restore their challenge.
He said: "It is too early to calculate too much. Sunday is fantastic for us. Let's hope it is a good game and you enjoy it. You always enjoy a game when you have won.
"Also, I would not discount Liverpool at the moment, even though they have lost five games. Now everyone has lost two, so there is a difference between now and last year."
Arsenal have now scored 36 goals in 11 league games and Wenger is thrilled with their attacking play and the way they overcame Wolves.
He said: "We had so many chances and they had been under pressure for 10 to 15 minutes before the opening goal.
"I felt we controlled the game. Overall we could have scored many more. On every counter attack we looked dangerous.
"We have scored three against Tottenham, four against Alkmaar and four again.
"We have scored 36 goals in the league. That is not a coincidence. We can score goals. I feel as though we have a good balance between offensive and defence."
Wolves manager Mick McCarthy refused to be downhearted after the home defeat. He said: "Our season won't be judged by games against Arsenal. We have Birmingham coming up and this is the type of game we have to win.
"Hull, West Ham and Portsmouth are the teams in and around us and matches with them will be important.
"We have been ticking along okay but were well beaten in the end. We were outstanding for 30 minutes and took Arsenal on but mistakes have cost us.
"But I know the crowd appreciate the hard work the team put in and the way they tried to play."