The Gunners were all over the place at the back in the first half, although they might easily have snatched a point after Theo Walcott pulled a goal back after the break.
Admitting Arsenal's problems were both physical and psychological, Wenger added: "The team has fantastic quality and spirit, but we come into the game when we're 2-0 down. At the moment, that's worrying.
"In the big games, once you start 2-0 down it's very difficult.
"I feel we were not well positioned on the pitch. We were stretched, gave them too much room to play and didn't defend tightly enough.
"We were always allowing them to play wherever they wanted."