Jack Wilshere scored both goals at the Emirates Stadium on Tuesday to leave Wenger's side with 12 points from five games in Group F, but they are not yet assured of a berth in the last 16.
They need to avoid defeat at Napoli in their final group game to be sure of going through, although the qualifying permutations mean that they could still progress even if they lose at Stadio San Paolo on December 11.
"It is not an easy situation. It's a tricky situation because you could think, 'OK, (the objective is) just not to lose big (to Napoli),' but I think that would be a mistake from ourselves.
"It is to put in our head to go there, play in a positive way and try to win the game, because everything else would be a dangerous gamble."
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Wilshere opened the scoring after only 27 seconds -- the fastest goal in the Champions League this season -- and completed his brace in the 65th minute when he converted a low cross from Mesut Ozil.
Asked what his goals target for the campaign was, Wilshere told ITV: "At the start of the season I said 10 goals. I've never scored four in a season (before), so we'll see. I'm feeling good at the moment."
Wenger praised the coolness of Wilshere's opening goal, which saw him cut inside a defender before curling a shot home, and suggested he should take inspiration from team-mate Aaron Ramsey, who has already found the net 11 times for the Premier League leaders this term.