The North London side are currently seven points adrift of the top four, and Wenger concedes that he is concerned that his side won't qualify for Europe's elite competition this season.
"It will be a tough challenge for us to make the top four," said Wenger. "We need to learn to be much more efficient with the quality of game we use.
"Once again we didn't start on all cylinders. We had the first chance in the game, and didn't take it.
"Once we were 2-0 down we came back with a great second-half [performance] and a great spirit. We rushed our decisions in the final third and didn't make enough of our corner and free kicks in the end."
Arsenal host West Ham United in the Premier League on Wednesday.