The Portuguese scored a spectacular volley to open the scoring for Juve. However, a free-kick from Juan Mata and Alex Sandro's own goal helped United seal an improbable victory.
And Wenger, speaking on beIN sports, believes Ronaldo will be devastated that his goal will not be the match's primary talking point.
"It is such a fantastic goal, it surprises us all, we have seen so many games but we're still surprised because he does the unexpected," Wenger said on Bein Sports.
"He has a short backlift, it doesn't take him time to hit the ball and even the keeper didn't move, De Gea has fantastic reactions but even he didn't lift a hand.
"He [Ronaldo] will go home tonight, believe me, absolutely gutted because a goal like that will not be highlighted because they lost the game. This goal, with a 1-0 victory, would have been all over the world tomorrow."