The possibility of finishing behind bitter rivals Tottenham for the first time in Wenger’s 20-year tenure also hurts.
“We want to finish as high as possible and, if possible, in front of Spurs,” Wenger added.
“We want to finish second, because Leicester are now champions, so we will fight until the end.
“If we are not second, then hopefully we will finish third, but ideally we want to finish in front of Spurs.”
Arsenal will be without England forward Danny Welbeck, who has been ruled out for nine months after picking up a knee injury at Manchester City last weekend.
Aston Villa will look to end their dismal season with just their fourth victory in the league, with their fate of relegation having been sealed mathematically almost a month ago.
Their players will depart for their holidays after the final whistle at the Emirates Stadium, not knowing who will own the club or who will manage the team into next season.
But caretaker boss Eric Black has ordered the players not to repeat the mistakes of this campaign in their future careers.
“The only discussions I have had with them is ‘try to ensure that you’re never part of anything like this again’,” he said.
“Don’t allow any standards to drop and don’t drop to other people’s standards.
“I know it’s a team sport but you’ve got to be single-minded to have the best career you can possibly have in football and that was the only advice I gave them.
“It’s about personal pride and your career so they have to learn from what’s happened and don’t allow it to ever happen again.
“I think Aston Villa will come again, I really do. I am confident we will see a very strong Aston Villa next year and very soon they will be back in the Premier League.”
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