"I'm not upset at all; I'm upset that we lost the game, that's all," said Wenger. "The player was down, and when the guy [physio] came on the pitch he stood up - and two minutes later he was sprinting.
"Therefore I have been sent off. The referee came to see me, and I asked him why I was sent off. He said he would explain after the game, and that is what happened. He could not give me any other reason."
Asked if that caused a problem with the fourth official, who appeared to want Wenger to move away from his position by the tunnel, the Arsenal boss added: "The fourth official was very busy tonight throughout the game - that is the minimum you can say.
"I have played 100 games in the Champions League and I must say his behaviour was absolutely shocking.
"Where did he want me to go? I couldn't go in the stand.
"That is my opinion. I do not want us to talk about this for two hours tonight - there was a football game tonight."
Arsenal, who had not lost a competitive fixture since the beginning of April, were given a flying start to the match when striker Eduardo da Silva put them ahead in the 11th minute.
But Sevilla struck back with first-half strikes from Seydou Keita and Luis Fabiano - the first goals conceded by Arsenal in this season's Champions League - before former Tottenham striker Fredi Kanoute added a third from the penalty spot late on.
Wenger, who made seven changes to the side that started against Wigan at the weekend, admits the better team won.
"I feel Sevilla deserved to win the game - and congratulations to them," he said.