"I feel they gave absolutely everything, but there was a little fraction less of belief," said the Arsenal manager.
"There was a big disappointment in the dressing room. It was like a defeat. It is the flattest I have seen them after a game."
However, the Arsenal boss insisted: "I feel the team fights, we came back again against Boro and this team will fight until the end.
"I believe we need to keep fighting and then to turn things around.
"We didn't lose against Middlesbrough, a draw was not enough - but we have to lift the spirits and go for the next one."
Wenger declared: "We can do it - but first we want to turn our form around again, lift the spirits and focus on the next one."
Wenger also rejected suggestions his team were feeling sorry for themselves after what has been a difficult few weeks, which started when striker Eduardo suffered a terrible leg injury at St Andrews.
"There is no obvious reason for it [dip in form], apart from the fact that we dropped two unbelievable points at Birmingham and that has maybe had consequences on our Premier League form," he said. "However, you have to deal with it and I don't believe it's a good enough explanation."