Wenger maintained he can empathise with the frustrations of supporters, but refused to be drawn on the pre-match protests.
"It is more down to shareholders and that is not my job," he said.
"It's difficult to answer that straight away after a game like that, but I believe the support from the board is there to spend the money if we find the players."
Despite the disappointment of the defeat, Wenger acknowledged Swansea had produced the required performance to get a positive result.
He said: "The quality of our game was not there. It was a bit frustrating because we lacked a bit of decisiveness and creativity.
"Swansea were more creative, more sharp. It is very frustrating, but it is the truth."