The Gunners have won three of their last four games in league play to climb to seventh in the table after a poor start, while a home match against Marseille in the Champions League will follow on Tuesday.
"We play two cup games in the next two games - one at Chelsea and one on Tuesday night that can qualify us as well [for the Champions League knockout stage]. So let's go step by step," Wenger told the club's official website.
"Chelsea is a very important game for us but still I believe the only way to succeed is to focus on the quality of our performance, play our game well and the consequence is that you have a chance to win the game."
Arsenal has already fallen 12 points back of leaders Manchester City but is eyeing a place in the top four. And Wenger knows that the team's first away win of the season would be huge on Saturday, although he is not concerned by a lack of points away from home to start this season.
"We have played nine games since the start of the season and last year we had the best away record in the league so there is no special worry about that," Wenger said.
Chelsea had won its last three games before a surprising 1-0 defeat to QPR last weekend that saw both Didier Drogba and Jose Bosingwa sent off in the first half.
"I think tomorrow will be a different type of game from the QPR one," Meireles said. "It is a derby but it is different, there are two top teams playing who like to play good football and we prepared well. I think we are ready to play football and win the game in our stadium for our fans."
Manchester City's 6-1 defeat of Manchester United moved the Citizens five points clear at the top of the table, and Roberto Mancini's men will be looking to claim a fifth straight victory against a Wolverhampton side with just one point earned from its last six matches.
Manchester United tries to bounce back from its heavy defeat by winning at Goodison Park against Everton, while London rivals Tottenham and QPR meet up at White Hart Lane.
Blackburn has lost three of its last four games to fall to the bottom of the table and the club visits Norwich City, Aston Villa attempts to snap a two- game losing skid at Sunderland, Swansea City tries to add to Bolton's woes when the teams face off at Liberty Stadium, while Liverpool takes on a West Bromwich side that is unbeaten in its last four games.
Wigan and Fulham both reside in the bottom four places in the league and they do battle at the DW Stadium and the weekend rounds out on Monday with Newcastle attempting to remain unbeaten when the Magpies visit Stoke City.