He said: "Scotland has been very consistent and I feel sorry for them. I must tell you I was really sad after the game because you feel this team has given absolutely everything they had.
"For me the free-kick was for Scotland, I don't know what the linesman thought about it. But you feel that when you give a free-kick in the last minute you must really be sure because you know it can be the deciding factor.
"It was a massive mistake that turned against Scotland. You feel sorry for them because they had been a credit to their country."
Wenger added: "History is numbers and numbers is history. That means sometimes when a team improves of course they can change the statistics and reach a different level. That's the case with Scotland.
"It's often decided by an influx of some new players and of one exceptional player.
"I must say at the moment for Scotland to raise their level to top, top international class they have all the basis, they have the quality. But they need one special player. Like you have had in England or in France in the past, for instance. When Platini or Zidane came in the team improved its results. It was the same for Brazil with Pele. You need one exceptional player because they have a very good generation already."