His clanger gifted the Greeks a second goal as the Gunners suffered a first Champions League defeat this season.
Arsenal had already clinched top spot in Group F but boss Wenger rapped: "I am annoyed. It's difficult to single out (individuals). We did not help our goalkeepers. We exposed them with the lack of quality and in the end they were quite brave.
"I feel offensively and defensively we were not convincing. We lost many challenges.
"You could feel there was more at stake for Olympiakos than us. I think that made us insecure defensively."