Ray Parlour believes that victory against Tottenham Hotspur in the North London derby can revive Arsenal's season.
The Gunners are staring down the barrel of Champions League elimination following their 4-0 humiliation at the San Siro last week.
Sunderland then ended any hopes Wenger's men had ending of their seven-year trophy drought by knocking them out of the FA Cup last weekend.
Fourth-placed Arsenal now face a struggle to qualify for next season's Champions League, with only four points separating them from Liverpool in seventh.
"I just hope Arsenal show up [against Tottenham]," Parlour told talkSPORT. "The AC Milan match was one of the worst performances I have ever seen. Now they've got three games to bounce back. The next couple of games are going to be vital.
"Arsenal have got Tottenham at home, Liverpool away and Newcastle at home, those three games are against teams that are contending for that fourth place.
"It's a massive month for Arsene Wenger and his team. If they can get a positive result on Sunday it can set them up for the season."
Parlour played for the Gunners between 1992 and 2004, winning nine major honours.