The Gunners had some great chances late in the game through Olivier Giroud and Thomas Vermaelen but were unable to hit the back of the net which prompted Wenger to speak of some slight inefficiency within his ranks.
"I think in the final part of the game we should have won it," he told Sky Sports.
"It took us a while - they came here to defend well and catch us on the break. You could see at the start of the game we were a bit edgy, and when we took control of the game in the second half we should have won it with the few opportunities we had.
"It was a game of very few chances but the few opportunities we had, we couldn't take.
"When you cannot win a game, don't lose it, that's what we did."
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