Antonio Conte's men came through a big test at Goodison Park on Sunday by putting Everton to the sword to run out 3-0 winners, a result which was vital to keep their lead over Spurs at four points after Tottenham beat Arsenal 2-0.
Chelsea's shut-out of Everton on Sunday was the first time they haven't conceded a league goal since their win against Hull in January.
"I felt that we lacked a little bit freedom to play and desire to hurt them more than what we did", Wenger said.
They have got a huge game [against Arsenal on Sunday], but we can put our feet up now.
Chelsea's Pedro scores their first goal.More news: 'Yep, I'm Gay': Happy 20th out anniversary, Ellen DeGeneres
"If in the next game against Middlesbrough you don't win, you lose this victory".
"Now it's important for us to prepare the right way for the next game".
Fabregas and Willian both came on in the closing stages of the game at Goodison Park, and the Spaniard set up the Brazilian for the second goal of the night as the Blues cruised to a 3-0 win.
Spurs, chasing their first English championship since 1961, can close the gap on the leaders to one point if they can win a third successive London derby away to West Ham United on Saturday morning (EST).
The Blues found it hard to break their opposition down in the early stages at Goodison Park, however, goals in the second half from Pedro, Cahill and Willian ensured they would keep their four point buffer at the top of the table.More news: Death toll in Turkish raids on Syria Kurds hits 28: Monitor
Arsenal's Aaron Ramsey and Tottenham's Dele Alli battle for possession.
The Arsenal team would fully be aware of the dangers of losing maximum points to their neighbours, as it could well spell an end of any hope on making it to the top four this season.
But City failed to take advantage of Manchester United's draw at Old Trafford earlier in the day with Swansea City and strengthen its place in the top four UEFA Champions League qualification places.
"For sure today is a great result for us".
But Gabriel Jesus' leveler leaves Middlesbrough six points off safety with just three games to go.More news: Yankees try to repeat home success at Fenway
"Now it is very important after this crucial week for us, we played against Tottenham for the final in the FA Cup and then on Tuesday against Southampton and now against Everton. We are exhausted", United manager Jose Mourinho said.