The Gunners allowed former star striker Robin van Persie some space and time in the area to head home just before the half-hour mark at Old Trafford which had Wenger feeling a sense of disappointment as his side dropped just their second match of the season so far.
"It is difficult to lose the game the way we did," he told Sky Sports.
"But overall to sum it up - we conceded a goal to a set-piece and in a big game that can make the difference.
"In the first-half we were too nervous and rushed our game too much, and lost too many balls and did not track the ball and on the corner the goal came from one of these balls.
"The second-half we had a real go and played our usual game and we came very, very, very close many times to score, but we have to digest it and come back after the break in a strong way.
"The heart was in the game, the desire was there â€“ maybe a bit too much in the first-half."
For breaking stories and all the great banter like us on Facebook: facebook.com/tribalfootball