The Gunners had Mesut Ozil's penalty saved by Manuel Neuer before Yaya Sanogo and Alex Oxlade-Chamberlain both missed chances in their eventual 2-0 loss to the German giants.
"Tonight, everything went against us," Wenger told Sky Sports.
"We should have been three up before they got a sniff in the game and we made big mistakes, but the spirit was fantastic.
"The penalty we missed killed it a little bit, the crowd and the positive vibes."
He added: "When you have one player sent off and one injured (Kieran Gibbs), you know you are going to suffer physically.
"It's a very difficult night but a night where the team has shown some quality and some class but at the end of the day, we lose the game."
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