Wenger chose to rest the likes of William Gallas and Manu Adebayor and said: "I don't regret taking the gamble, I wanted to expose some players to the top level and that is what I have done.
"I'm not worried about that because we did not have our usual team out.
"I feel we started the game well and went 1-0 up, and then after we became too easy and lost urgency and we were punished, giving two goals away from a position when we were not in trouble.
"Congratulations to Sevilla, they deserved to win in the end."
Wenger was not overly concerned with those statistics though, insisting he has greater priorities.
"For me the unbeaten record in the Champions League is not important, what is important is to qualify," he said.
"The Premiership is important for us. We had to make some decisions because we have a very heavy programme and that some players have played all the games like (Cesc) Fabregas (hamstring), who got injured tonight.
"We have a very important December and I knew that we had to make choices between the competitions. For me, December is based on the championship."