The Gunners' frailties at the back cost them the game in a 3-2 defeat to Swansea on Sunday.
Successive defeats have damaged Arsenal's chances of qualifying for the Champions League and the French manager acknowledged that his defence needs to improve quickly if they are to continue their challenge.
"I felt that there were some odd turning points, like when we went to 2-2 we straight away made a defensive mistake," said Wenger.
"It was similar for me to the Fulham match, a lack of appreciation of the ball.
"Our defensive performance was not good enough and that is why we lost the game."
Arsenal face champions Manchester United on Sunday in their next Premier League game.