As disappointed as Wenger was, he was quick to praise a Southampton side vastly improved from one beaten 6-1 at the Emirates Stadium in September.
"We prepared normally, we prepared well, and Southampton deserved some credit as well," the Frenchman said.
"We have to give them credit as well, they fought for every ball and were on their toes.
"They were fighting until the last second for every single ball.
"We did not have enough quality to take them out of position and take advantage of that."