Arsenal defeated Bayern two weeks ago at the Emirates and confidence was high that they might be able to leave the Allianz with a positive result but having conceded early in the match the Gunners were never in control.
Speaking after the match Wenger was quick to praise the quality of Bayern, but also expressed his disappointment at how his team defended during the match.
Speaking after the game Wenger said: "You have first to give credit to Bayern for their quality and on top of that we made things quite easy for them with our defensive performance.
"We were extremely poor defensively and we were not at the races. The funny thing is that when we went forward we looked like we were going to create chances and we did create chances but with a defensive performance like that we are going nowhere.
"Over 19 years my memory is not that good. But it will certainly not remain in my memory for anything positive."