The 35-year-old, who now plays for Bastia in the French top-flight, blamed Wenger's philosophy for his poor defensive showings.
He said: "There were a lot of expectations, but it's always been tough for the centre-backs at Arsenal – you can see that before I joined and after I left.
"Arsenal conceded goals and they'll always concede goals. It's because of the club's philosophy."
Speaking to beIN Sports, Squillaci added: "I spoke to Wenger about it and he said 'I know it's hard, but that's the way it is, I want to play like this, I want my forwards to have freedom, not to have too much defending to do'.
"It was very open, and we often found ourselves one-on-one with the attacker."