Wenger believes Arsenal deserved to take a lead to Anfield.
"I feel we were not rewarded for what we produced," he said. "To finish that game 1-1 is disappointing. We produced the performances we wanted and we had the chances to win it.
" I cannot fault my players - we were unlucky on several occasions."
Wenger accepts Arsenal will face a tough task next week.
"It will be a test now for us in the second leg," he predicted. "But we should have won. Kuyt played virtually as a second right-back for much of the game, and they defended well all over the pitch.
"But you could see that the players have given a lot recently.
"In a game like that you do not create 20 chances - you may get four or five. We did manage to make that amount of chances - and just didn't take them.
"We were punished by their one really good opportunity - and we did not take ours."
Wenger confirmed that Robin van Persie was taken off with a possible recurrence of a thigh injury.
"We were caught on the counter-attack, and credit to Steven Gerrard - because he showed a tough of class by creating that goal," he pointed out.
"But even then the ball was deflected into the six-yard area. It made it difficult for us to defend.
"Gerrard played well, but they sat deep and just waited for the counter-attack. But he is the ideal player to find when you have won the ball and want to counter. He had a good game, because we threw men forward.
"But if you look at our amount of possession compared to Liverpool, it is frightening that we could only come out of it with a 1-1."