Arsenal started brightly and took an early lead through Alexandre Lacazette, but despite having the lion's share of chances they conceded an equaliser to Ayoze Perez. Matt Ritchie then scored the winner after half time.
Speaking at his post-match press conference, Wenger claimed that Arsenal should have been ahead at half time, and lamented the quick turnaround from Thursday's Europa League tie in Russia.
"There's a difference between the performance and the result, because I felt we played very well in the first half especially and should have put the game to bed," Wenger said, quoted by Arsenal.com.
"In the second half I felt the team played with a good spirit but you could see that some players had played on Thursday night, especially late in the game."
Arsenal came from 2-0 down to draw at CSKA Moscow on Thursday and advance to the Europa League semi finals, where they will meet Atletico Madrid.
Arsenal are the only club in England's top five divisions without an away point in 2018.— Daniel Storey (@danielstorey85) April 15, 2018
The nearest club to them in league position without one are Tamworth, 20th in the National League North.
But their away form in the Premier League has been abysmal, with five losses from five on the road in 2018. Wenger sought to explain the difference between his team's domestic and continental form.
"That is a little bit subconscious and psychological as [the Europa League] is a different competition," explained Wenger. "The history is not the same weight and that shows you how difficult the game is because the rationality is not always there, but certainly in our minds it plays a part."
The Gunners host West Ham in the Premier League next Sunday before the first leg against Atletico the following Thursday.