Arsenal have not lost in the Premier League since the opening day of the season, and had a short stay at the top at the weekend before Chelsea eked out a 1-0 win over West Brom to maintain their three point lead.
With a visit to bottom side Sunderland on Wednesday they should retain top spot ahead of next weekend's games.
Wenger, though, is pleased with the way his side have progressed from last season when they finished a distant second to Leicester having never posed a significant challenge.
"At the minute there is no difference anyway with the other teams," said Wenger.
"But we are in there. So that's good -- we are in the fight.
"We were not too bad last year but I believe we have improved. I believe that we have created confidence."
Wenger will be without the impressive German international Skohdran Mustafi, who went off in the 3-1 win over Stoke with a hamstring injury, which will be music to the ears of Belgian international Romelu Lukaku.
He returned to form with a brace in the 3-2 defeat to Watford but Ronald Koeman's honeymoon with the Everton fans is well and truly over after a run of just one win in 10 games.
Chelsea's trip to Sunderland shouldn't pose too many problems -- even with rumours swirling they may be punished with a points deduction over the players role in the angry climax to the Manchester City match earlier this month -- despite the Black Cats having won three of their previous five matches.
Chelsea manager Antonio Conte has proved the doubters wrong in sending out a far more fluent and happier side than the one that led to Jose Mourinho being sacked last season.
Diego Costa, who scored his 12th goal of the season on Sunday, is one of those who have been transformed and Conte is expecting the 28-year-old to get even better.
"I'm happy for him because he is showing great passion. In every game he is showing great commitment and work rate to help the team," said Conte.
The two London clubs gained some breathing space at the weekend as the chasing pack all dropped points -- Manchester City and Spurs both losing and Liverpool held 2-2 at home by struggling West Ham.
Spurs -- who host struggling Hull on Wednesday -- could at least point to a narrow 1-0 defeat by Manchester United whereas Pep Guardiola's problems appear to be mounting with City's 4-2 humbling by Leicester.
Guardiola, whose side have won just four times in 15 matches, didn't offer much in the way of a solution to his players inability to tackle.
They failed to win one in the opening 35 minutes against Leicester something which the Watford forwards will be licking their lips at ahead of Wednesday's clash.
"I am not a coach for the tackles. I don?t train for tackles. What I want is to try to play well and score goals. What are tackles?," said Guardiola.
"I have to improve, but I want to play the football I feel because of course it is simple to say ?concede fewer goals and score more?."
Jose Mourinho will be hoping United's win over Spurs will spark a sequence of wins especially as three of their next four are against teams in trouble starting away at Crystal Palace on Wednesday.
As ever, though the 'Special One' preferred to look at a half empty glass.
"We can (win them all), but to play at Palace, it is not an easy match," said Mourinho.
"To play at West Brom is not an easy match and to play at home against two teams that will fight desperately for a point, Middlesbrough and Sunderland, teams that want to avoid relegation, will be difficult too.
"So four winnable matches, yes, but also matches where we can lose points."
Fixtures (2000GMT unless stated):
Everton v Arsenal (1945), Bournemouth v Leicester (1945)
Crystal Palace v Manchester United, Manchester City v Watford, Middlesbrough v Liverpool (1945), Sunderland v Chelsea (1945), Tottenham Hotspur v Hull, Stoke v Southampton, West Bromwich Albion v Swansea, West Ham v Burnley (1945)