Wenger told Sky Sports: "It is frustrating because Sunderland never came out. They were happy with 0-0 from the start and they just didn't try to play.
"In fairness, they defended very well. They just focused on defending. On top of that, we had a goal disallowed.
"Overall, we had a good attitude and good response. But we were frustrated because it was not an open game.
"I expected them to play more attacking. Today they were very, very defensive. We lacked a little bit of sharpness, but our attitude was very good."
Arsenal had a goal disallowed just before the hour mark when the linesman flagged the ball had gone out of play before Theo Walcott cut back for Van Persie.
Of the incident, the Frenchman said: "I didn't see whether the ball went out. I cannot change anything. In the last two league games everything has gone against us."