Wenger said: "I thought first during the game that it was no penalty, which is what I said afterwards.
"But, having talked to him, he told me he was touched.
"We employed a forensic expert who proved he had been touched.
"They looked at the replay and proved he was touched on his ankle and like UEFA I believe what they tell me and what he tells me."
Wenger argued making capital out of a foul in the box was part of the game.
He claimed: "Did Rooney not make the most of it when he dived against us?
"Sometimes a striker makes the most of it because he wants to cheat, sometimes because he wants to protect himself and sometimes because he wants to show the referee that he has been touched.
"So you have to identify what is the right reason behind it. I believe sometimes it is a reflex. It doesn't mean the player is always cheating."