The midfielder insisted Wenger had employed the right tactics at the time.
"Wenger's vision was the right one. If there was anyone to blame it was the players on the pitch," he told The Guardian.
"There were little mistakes that led to goals.
"Arsene Wenger was one of the best managers I played for. I can only thank him for what he did for me."
He added: "One thing that hurts me the most is that not winning a medal with Arsenal. We got to two cup finals and lost both. I would look at the big rival, which was Manchester United, and believed we played a more beautiful game.
"I can't understand how we didn't a medal and what went wrong. I can't explain it, having that talent, playing so beautifully and not winning anything."