The Gunners lost their unbeaten record in the Premier League this season with a 2-1 defeat at home.
"I feel we played against a good team, but we gave the game away," Wenger is quoted as saying on Arsenal's official website. "They had three shots on target and scored two goals, from soft set-pieces.
"Defensively we were just not at the level you have to be in a game like that, which is where we were punished today.
"For the rest, we have shown quality and spirit but we have to show more personality and authority on the goals we conceded."
The defeat has placed Arsenal in seventh position in the league table with nine points from six matches.