The Gunners slumped to their biggest European defeat on Wednesday night when they were crushed 4-0 at the San Siro, effectively ending their chances of reaching the Champions League quarter-finals.
The result has prompted calls for an overhaul of a squad that has failed to justify the faith of a manager whose own position is under renewed scrutiny.
But Wenger dismissed one of the worst moments of his 16-year reign at Arsenal as an "off day" and demanded an immediate response in tomorrow's FA Cup fifth-round tie at Sunderland.
"It never gets out of your system because you take it with you until the last day of your life," he said.
"You can find 100 explanations why we had a poor performance and an off day.
"We lost against a good Milan team, not an exceptional one. Unfortunately we were punished severely.
"It is important not to dwell on that too much, instead focus on the next performance, respond in a positive way and ensure we have the mental qualities to be at this club.
"We have put together a good series of results and we can consider that night was just an off day.
"We are focused on what we have done well recently because we go into a battle now where we need confidence, belief and great commitment.
"We are in fourth position in the Premier League and we have an opportunity to qualify for the quarter-finals of the FA Cup.
"It is important that we are up for that and do not feel sorry for ourselves.
"Not only is the FA Cup at stake, but so is the response and the mental attitude of our team as well.
"I'm convinced that we will produce the response we need."
The FA Cup offers Arsenal's last remaining hope of winning silverware this season with the Premier and Champions Leagues effectively beyond their reach.
Wenger accepts the competition has taken on greater significance following the club's failure elsewhere.
"It is more important now. It was always important. It is the next game and, because we had a big disappointment in the last game, it becomes more important," he said.
"But the FA Cup was always one of my priorities and therefore coming off the Milan game it becomes even more important.
"The team will be full strength. I will refresh it a bit because some players have played many games recently, but we will do the maximum to win this game."
Centre-backs Per Mertesacker and Laurent Koscielny are unavailable on Saturday.
Mertesacker (ankle) is out "long term", according to Wenger, while Koscielny (knee) should be missing for only one week.
However, Gervinho has returned from the African Nations Cup, where his Ivory Coast side were beaten in the final by Zambia, and should participate at the Stadium of Light.
"Gervinho was very down when I spoke with him on Monday. Now he is better and hopefully he can contribute tomorrow," said Wenger.
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