Wenger watched former Gunner Jeremie Aliadiere deny his side victory with a clever glancing header past Manuel Almunia in the 35th minute, cancelling out Emmanuel Adebayor's early opener.
On Middlesbrough, Wenger said: "I must say I expected them to collapse a bit more than they did in the final part of the game and they didn't give in.
"They kept going even when they had tired legs and that's credit to them."
"We had a better defensive balance and we were more of a team.
"We just lacked a little bit of that extra little thing that comes with confidence but we are a young team and that is why it is important we just keep belief and keep going."