The Gunners are away to AC Milan tonight in the opening leg of their last-16 Europa League clash.
Arsenal head into the San Siro clash having lost their last four games in all competitions, including Carabao Cup final defeat at the hands of Manchester City.
That run has also left them 13 points adrift of the Premier League top four as supporters have started to turn on Gunners boss Wenger once again.
Koscielny called for unity after Sunday’s galling 2-1 loss at Brighton and, speaking on the eve of the Milan game, conceded the mentality of the players needs addressing.
“When you have bad results its always bad for the team,” he said.
“We are disappointed with how we played. We need to be together. That’s the most important. It doesn’t matter what’s going on outside.
“We are in a negative spiral and it’s difficult to get out of this. We need to have positive voices in our heads because the brain dictates the body and the legs.
“We have to be positive to have a good result and step by step we will come back stronger.”
Along with Aaron Ramsey, Koscielny is one of only two survivors from the Arsenal side thrashed 4-0 in Italy the last time they faced Milan back in 2012.
That was in the Champions League, a competition Wenger successfully qualified for over 19 seasons before missing out last year.
The slump in Premier League form now means winning the Europa League, as Manchester United did last season, is the clearest path to returning to European football’s top table.
Wenger has called on his players to step up and do just that as they look to stop their season petering out with two months of the campaign remaining.
“It makes me think about last year,” Wenger replied when asked if having a trophy to play for was similar to last season’s run to a third FA Cup success in four years.
“Last year we won the FA Cup, we made 75 points and missed out of the Champions League by one point.
“75 points is still a very good score what we will not reach this season. This is an opportunity we have to take, yes, of course.
“It increases the pressure on it even more on this competition. At the moment, it is certainly difficult when you go through a patch like that but I believe as well it is a good opportunity to show you have the quality and the strengths.
“You can only show that when it is difficult. It is a good opportunity to show we can deal with that and as well, on the longer term, it will make the team even stronger.”
Wenger also confirmed Hector Bellerin has not travelled due to a knee injury while Nacho Monreal’s back problem means he was also left in London.
Pierre-Emerick Aubameyang, who began his career at Milan, is cup-tied with fellow striker Alexandre Lacazette sidelined with a knee issue.
For his part, Andriy Shevchenko has warned Wenger his Arsenal players will be facing a rejuvenated AC Milan side that is beginning to resemble their great teams of previous years.
Gennaro Gattuso’s Milan are unbeaten in 13 games and have not conceded in their past half-a-dozen fixtures.
Gattuso won the Champions League as a Milan player in 2003 playing alongside Shevchenko and the Ukrainian, who is second on the Italian club’s all-time leading scorers’ list, feels his old employers have been reborn under the guidance of his former team-mate.
“Rino Gattuso has really changed the face of Milan,” said Shevchenko. “It’s almost like two different teams.
“With (previous manager Vincenzo) Montella, Milan signed 11 players and it was a time of transition. It’s always difficult when so many players come to find the perfect solution.
“Any manager needs time to adapt players and bring them into team in the perfect positions.
“The second stage, when Rino came, it has really changed the mentality of the players. Milan are starting to look like the Milan of the old days. They are compact and aggressive and very angry for the win.
“They will be confident against Arsenal. At the moment Milan looks very good.
“The dynamic of the football can change every weekend. If you win you can find something positive. You just keep going and win a couple of games and the confidence comes back. In football things can change quickly.”
As a combative midfielder, Gattuso was renowned for his aggressive nature, once overstepping the mark by pushing then-Tottenham assistant Joe Jordan in the throat during a Champions League game.
Ex-Milan midfielder Ruud Gullit does not believe the 40-year-old has mellowed much in management and feels his style has helped him bring the best out of his players.
“I like him; I like his presence, he’s always angry,” the Dutchman said.
“Sometimes in football you need to be moody. If you love too much then people don’t like it.
“It’s not a team of stars, not one where you identify with certain people but they have become stronger as a team. Arsenal is going to face a good team.”