Despite his frustrations, a victory against a side 20 points clear in the Bundesliga did give some comfort to the Frenchman.
"Positives, of course, were the performance and the spirit. The clean sheet and overall defensively we were very good. We lost some balls off some situations which frustrated at times.
"I am confident we will give everything to come back next season. Our young players done very well let's finish well this season strongly."
The result brought back memories of last year's exit to AC Milan when they were 4-0 down in the first leg before winning the second 3-0.
"We have the same regrets as last year (against Milan)," Wenger said.
"The first game we have nerves but second game we show how good we are."