"Why should we make statements?" Wenger asked BBC Sport.
"We can have a captain, we can change a captain, without having a political issue of it."
"We have had difficult times," explained Wenger.
"We have always been strong enough to deal with it and we will be strong again to deal with it."
As to the game itself the Frenchman felt it was a misleading scoreline.
"I feel it was a very, very tight game," he told Sky Sports.
"At 0-0 I thought we looked in control of the game. A mistake for the first goal, and from then on it was us trying to get back and them defending very well and getting us on the counter-attack.
"Against Aston Villa we had no energy but today we had to fight very hard. The key moment in the game, you have to keep at 0-0.
"If we had kept it goalless then I am sure we would have won today.
"I believe in this team and this squad of course. As I just said, let's not talk too much and stick together.