Arsenal, beaten at home by Swansea on Monday night, are currently two points clear of the Red Devils ahead of tomorrow’s showdown at Old Trafford.
If Wenger’s men, who hold a match in hand on their rivals, can avoid defeat, it would leave them all but certain of third place.
Victory, meanwhile, would consign Louis van Gaal’s side to face a nerve-shredding play-off in August if they are to return to the elite European competition for 2015/2016.
Arsenal have needed to qualify for the lucrative Champions League group stages in three of the past four seasons.
Wenger is in no doubt of what it means to avoid another unsettled build up to the new domestic campaign, which will kick off earlier than normal at the start of August.
“At the moment we are focused on finishing as high as we can and finishing the season well. After that we will deal with the consequences,” said Wenger, whose side are in the FA Cup final against Aston Villa on May 30.
“We know we are in the top four. We know we can do better, so let’s go for it.”
Wenger added: “At the end of the day, the team who finishes fifth would love to have that tension, so we cannot complain. We have had to deal with that for a few years now and if we can get straight into the competition it would be better.”
In August 2011, Arsenal came through an energy-draining Champions League qualifier against Udinese, but just a few days later were humiliated 8-2 at Old Trafford.
Given what is riding on the European tie, Wenger knows first hand how it can dominate everything else.
“On every day in practice, you have to focus, you are already thinking about that day,” Wenger said.
“Sometimes we have played the (English) championship, then we have played the qualifier for the Champions League and then we have played in the championship again.
“Sometimes you pay the price in the Premier League.”
Should Arsenal end up fourth, they would most likely head into a European qualifier without key man Alexis Sanchez, who will be away at the Copa America with Chile this summer, the final of which is in Santiago on July 4.
Wenger said: “The players have to come back a bit earlier — a few days perhaps, sometimes a week, so especially it means less holidays for the international players.
“Last year for example we played against Besiktas and Mesut Ozil was still on holiday and Per Mertesacker, because they were on their holidays (after the World Cup).
“If we give Sanchez four weeks’ holiday (after the Copa America), he will not be available, so we will see and we will adapt.”