Arsenal have secured more Premier League points than any other side this calendar year and head into their Boxing Day match at Southampton two points behind leaders Leicester, having defeated Manchester City 2-1 on Monday night.
However, Wenger says it is much too early to start talking about a first league title since 2004.
“The confidence is very high,” said Wenger. “Confidence is built up very slowly and goes very quickly, so let’s take care of our next performance.
“We have been top of the league (at various times) in previous years and I think football is pragmatic.
“Nobody can predict what can happen in the next 17 games for example and you just want to go with the same attitude and spirit.
“The only thing I can say is 2015, if you look back and try to analyse it, we have been consistent.
“We have had quite a positive year, stabilising our defensive record and improving our record against the strong teams in the Premier League, so it looks like we are on the right train going the right way.”
Asked if the pressure of a title challenge might present a problem in the coming weeks, Wenger said such concerns are a way away yet and that the tension is far worse is at the other end of the table.
“The real pressure is not to go down,” he said. “All the rest is positive pressure. Who will win the title? Nobody knows.
“I’ve worked for a long time in the game and nobody can tell you who will win the title. It’s down to being pragmatic, putting the effort in to win your next game, and worrying about your performance.
“That gives you a chance over a longer distance to maybe achieve your goals.
“At the moment, it’s by miles too early to say who will win the Premier League. We’ve played 17 games, we’re not even at half way.”
Arsenal follow their Boxing Day trip to St Mary’s with home games against Bournemouth and Newcastle.