The Three Lions lost 2-1 to Nordic minnows Iceland in the Round of 16 of the UEFA tournament in France and Wenger has revealed that the result left him in complete shock.
"I was absolutely on my knees when England went out against Iceland. I couldn't believe it," Wenger told beIN Sports.
"But when you watched the game you could sense, after 60 minutes, that the worst could happen.
"Did they panic or were they tired? I don't know, but England couldn't find an answer to what Iceland posed."