The 'Gunners' still have their Europa League second leg with FK Ostersunds to overcome on Thursday, although a 3-0 aggregate lead does give them some breathing room.
However, the French manager's attention has already been turned to Sunday's final in what will be the first real piece of silverware for the season.
During a pre-match press conference, Wenger confirmed that David Ospina will start in the League Cup as he maintains his position as the cup goalkeeper whilst also offering updates on the fitness of key players Aaron Ramsey and Mesut Ozil.
"It's always difficult decisions but we are always clear about that since the start of the season," said Wenger after announcing the Colombian's position in goal ahead of Petr Cech.
"I have two world-class goalkeepers and I decided from early on to have clarity in the games we play, so I will maintain that."
Ospina will likely be given a run out against Ostersunds too to get him up to match speed for Sunday, although it will be too soon for Ozil and Ramsey.
"Mesut was sick until Wednesday. He should be ok for Sunday. [Ramsey] had a good training session but he's a bit short for tomorrow [against Ostersunds]. We'll see how his evolution goes from now until Sunday, I don't rule him out yet, it depends how well he improves".