Wenger said: "It is not slightly worrying - it is a big worry for us to lose a game like that. It is a massive setback.
"It was a good defensive performance and, overall, we were unlucky to lose this game. But offensively we didn't create enough. Our offensive game was poor, considering our standards. And, at the end of the day, we didn't score because of that.
"We conceded a goal which was a nice gift from the referee, but that can happen.
"He is one yard away - how can he take his hand away? He has no time to take his hand away from the ball.
"He had no intention at all, but we cannot influence the decision of the referee and I feel going forward we were not good enough to create chances, and that is why we were punished."
Wenger insisted his team are "not fragile at all", and, on the prospect of them bouncing back, he said: "I'm not worried.
"But we didn't produce the performance we wanted and to win a title, when you are expected to perform, you have to perform. It is as simple as that."
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