Having produced a famous 2-0 win in the San Siro over AC Milan to progress to the quarter-finals in Europe's premier competition in midweek, the Gunners were brought back down to earth at a muddy JJB Stadium.
It was their third successive Barclays Premier League draw and their advantage at the top is now only two points from Manchester United, who have played one match less.
"It is always an anti-climax to come from the San Siro to Wigan," Gunners boss Wenger said.
"We were focused, we prepared ourselves mentally to face a difficult pitch and we still had chances to win the game.
"Overall, we did what we could and gave absolutely everything and we didn't give any chances away.
"Wigan deserve credit because they fought very hard but as long as we didn't score the first goal, they didn't come out."
Wenger also criticised the playing surface - as many other managers and even home boss Steve Bruce has done in the past - but refused to blame it for contributing to their struggles.
"The pitch is a disaster. It is disrespectful for the fans who come and pay money to see that," he added.
Bruce was delighted with his team's performance, which helped them to a tally of five points from their last three matches.
The result also gave the Latics their first league point over Arsenal.
"We all know a bad pitch is produces a leveller and before the game we would have taken a point," said Bruce, who felt his side could have had a late penalty when Jason Koumas' shot appeared to strike Fabregas on the arm.
"I have just seen the shot from Koumas and it does hit Fabregas. He has moved towards the ball."