Wenger says the players are struggling to deal with the pressure from restless fans.
Arsenal's midfield was overpowered in the 2-0 loss to Manchester City on Sunday, and defensive lapses led to an early red card for centre-back Laurent Koscielny and the two goals.
"We are a bit too nervous to play in a serene way at home, and that shows in the way we start the games," Wenger said.
The 60,000-strong crowd at Emirates Stadium voiced its displeasure with referee Mike Dean after Koscielny's send-off, but that's not the first time players have heard boos at home this season after more than seven years without a trophy.
Wenger said this restlessness from the crowd doesn't help the team.
"I feel we wanted to do so well but we are a bit uptight," he said. "It's not anger - it's frustration that you do not see from the start on what this team is capable of doing."
On Sunday, City dominated the opening stages even before Koscielny was sent off.
"We started too timid, with not enough authority in a game like that," Wenger said. "We didn't dictate the game from the start ... and after we paid very early for it."
This is the second straight season Arsenal have fallen out of the title race early and instead are fighting just to secure a lucrative Champions League spot. Arsenal are sixth in the Premier League and face a tough challenge from Tottenham and Everton for a top-four spot.
In a crucial run of matches ahead - starting with Chelsea on Sunday - Arsenal will be without key midfielder Mikel Arteta for around three weeks because of a calf injury, Wenger said, depriving the team of their main holding midfielder.