The Gunners face Liverpool at lunchtime tomorrow having won all six of their matches in March, which led to Wenger being awarded the Barclays Manager of the Month for the 14th time.
Arsenal's form has given them a six point gap over the Anfield club in the Premier League and Wenger wants his side to remain their consistency.
He told Arsenal Player: “I was very pleased with the consistency of our performances.
“A reward like that is always a good opportunity to thank your staff who work very hard with you on a daily basis, and the players for their commitment and consistency.
“I believe you want a lot more, because one month is only a part of the season and we are now in a period where every month is very, very important. You want that to be a springboard for the coming months and to be consistent now.”