"Overall, we had a great go," Wenger told Sky Sports News.
"The regrets we have are from the first game when we conceded a very cheap goal in the last five minutes. If we had lost 2-1 at home you would see how important that goal was.
"I know these players, they have a fantastic attitude and spirit. We have the quality but unfortunately we have to go out of the Champions League. It hurts very much but the positives are the performance and the spirit."
Arsenal return to Premier League duties on Saturday when they make the trip to Swansea City.