FA Cup winners Arsenal meet the Premier League champions in The FA Community Shield supported by McDonald’s, and the Gunners boss says kicking-off the season with a trophy is top of the agenda.
"It’s our next game and the first trophy is at stake," he said. "We will want to win the game of course."
Although Wenger conceded Arsenal’s pre-season has been shorter than in previous years, he said he was pleased with how productive it had been.
Arsenal v Chelsea
The FA Community Shield supported by McDonalds
3pm, Sunday 2 August 2015
Wembley connected by EE Live on BT Sport
The Gunners won all four of their preparation fixtures, scoring 14 times and conceding just once in the process.
And the boss says the positive results will stand them in good stead to hit the ground running on Sunday.
"The preparation was compact, short, but physically we are not far away," he added.
"We had a good preparation and a good preparation brings confidence.
"Of course, confidence is important but competition demands performance. It’s a good basis to have a good confidence level in the preparation.
"If you have the choice, when you prepare a team you want a good pre-season.
He continued: "It doesn’t give you a guarantee that you start strong in the competition but it’s still better for the confidence and the belief of the group.
"Then when it comes down to points, you add that little bit extra commitment that is demanded in games."
As ever, the traditional season curtain raiser game takes place under the arch at Wembley Stadium.
And it is a place that holds fond memories for Wenger’s side in recent times.
They have come away victorious on each of their past five visits to the national stadium – a run that included two FA Cup triumphs as well as last year's FA Community Shield.
However, Wenger finished by saying that form could go out of the window as their opponents on Sunday have an equally favourable record in showpiece games.
"I think Chelsea have beaten us at Chelsea 2-0 last year, where we felt that we gave the game away a little bit," he added.
"At home, we played 0-0, so it’s a third opportunity for us to beat them. We have a good opportunity to show that we have improved.
"It’s on neutral ground, where they’ve had success and we’ve had success, so it will be very interesting."
Aside from David Ospina and Danny Welbeck – for which Sunday’s game will come just too soon – and Alexis Sanchez who is due back to training on Monday, Wenger confirmed everybody else is fit and available for selection.