The Gunners and Toffees drew 0-0 at the Emirates Stadium but Wenger feels his side were unlucky not to have been a man up after Darron Gibson produced a cynical challenge on Theo Walcott and also criticised referee Chris Foy for allowing David Moyes' side to play in the physical nature they did.
"We should have won the game," he told reporters after the game. "It keeps us in a strong position in the race for top four.
"The game was intense physically but I felt in the first half the ref didn't deal well with the intimidating challenges. We responded well and we had a fantastic commitment.
"Their tactics were detrimental to the fluency of our game. Yes, [Gibson] should have been sent off.
"I never speak to the ref. You should ask the ref why he wasn't [sent off]. He should have had a yellow card even before the first challenge.
"You must respect Everton for the fight they put in. They decided to make it physical. Sometimes they went over the edge but it's up to the ref to make the right decisions. Protecting is a big word; it is just up to him to make the right decisions.
"I do not want to comment on every decision the game is what it is. Despite that we had the chances, we can only look at ourselves. We are on a very strong run so we don't want to complain too much, let's look at ourselves."