- Arsenal have reached their first major European semi-final since 2008-09, when they did so in the Champions League.
Arsenal held a 4-1 advantage over CSKA after the quarter-final first leg, but went down 2-0 in the second leg in Moscow before goals from Aaron Ramsey and Danny Welbeck sealed their progress to the semi-final stage.
The home side entered the break, buoyed by the confidence of having pulled a goal back, and came out in the second half intent on building on their lead.
After a quiet spell, CSKA broke the deadlock in the 38th minute when Fedor Chalov slotted home from close range after Petr Cech did brilliantly to keep out Aleksandr Golovin's header.
"You could see when you have a big difference after the first game it is hard to turn up with the same urgency than if the difference is very small and that played a part in the first half", Wenger said.
Since then, the Gunners hawon all six games they have played, scoring 17 goals with Arsenal quartet of Pierre-Emerick Aubameyang, Mesut Ozil, Henrikh Mkhitaryan and Alexander Lacazette, accounting for the goals.
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"It was not the plan", said the France defender.
"It should be every year - never enough", Wenger told BT Sport. We need to be focused.
We are in a position where I don't think we are under threat of complacency; it is an important target for us to go as far as possible. After, we had some pressure on us because, if they'd scored the third, we're out.
BT Sport is the exclusive live United Kingdom home of the Europa League - find out how we can get you set up in just 15 minutes here. Let us know in the comments... "It's our last chance to qualify for the Champions League, so we will fight until the end".
Welbeck said the Gunners survived a "difficult" night.
The first 20 minutes passed without any real threat from either side, as the game failed to catch fire.