He insists he said "nothing special" to Van Persie when the pair met and claimed he was not concerned by the fact his former star player scored.
Wenger said: "Honestly that doesn't bother me at all. It doesn't matter.
"What you want is to win the game - you don't care about who scores in their team.
"What is most important is that you don't make a mistake at the back, and that you don't give chances away.
"I am disappointed of course, because we had a lot of the ball, but we were not very efficient in our final third or in their final third.
"Then you feel the domination was a bit illusionary - we had a lot of the ball, but they created more chances and deserved to win the game."