The English winger was brought down in the area by Willian in the 36th minute at the Emirates Stadium but referee Mike Dean waved away the protests which according to Wenger was the wrong decision.
"[It was] 100 per cent a penalty," Wenger told Sky Sports.
When quizzed further on why it hadn't been given, the Frenchman added: "That's a question you have to ask the referee, I cannot give it.
"In my mind there is no doubt."
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