The Gunners boss made 10 changes to his starting XI for the trip to the City Ground, but was quick to defend his team selection afterwards, pointing out that the lineup he chose included multiple internationals.
"We played a very good Forest team who were sharp and focused. The challenges were decisive. Overall our performance wasn't good enough," Wenger told BBC Sport.
"We have many players on the edge and we play again on Wednesday. When you don't win the selection is always questioned. I believe we had an experienced team - eight or nine internationals. It would be easy to think that was the problem.
"When you're against a team like that they're very difficult to beat. Defensively you cannot afford the mistakes we made."