All leagues special site; UCL round of 16 draw
The former English Premier League (EPL) champions have been knocked out at this stage of Europe's most prestigious club competition for the last six seasons.
Such a poor success rate might be enough to discourage most managers, but a philosophical Wenger is confident that Arsenal will be able to upstage former European champions Bayern Munich and advance to the quarter-finals this season.
"They said they made the world in seven days, this is the seventh day for us, so we have to get a special day.
"Many times (in the past) we were in a position where we played at home and we wanted to make the difference and after 10 minutes we conceded a goal and after you think already, 'Oh no'.
"This time the advantage is that we play first away from home," Wenger was quoted as saying by the official Arsenal website on Monday.
Arsenal will face Bayern in the first leg of the last 16 stage in Munich on Thursday.
Wenger is hoping to get a good result away from home and maintain the momentum in the second leg at home.
"If we can keep our strength away from home that can help us -- let's have a good first game then we can finish the job at home.
"We are all here to change history and to make history so we have to change what happened before. And make it better," the 67-year-old said.
"I must tell you the best way to have momentum when we go in the Champions League is to have a good position in the league and (ensure) the belief is high. I am convinced that is absolutely vital because I have had experience of it."