Arsenal, who reached the Europa League semi-finals with a 6-3 aggregate win over CSKA Moscow in Russia on Thursday, are the only team in England's top four divisions yet to earn an away league point in 2018.
"It's been the story of our season, 70% possession, 1-0, lots of chances and then you wonder how you lose the game," Wenger told BBC Sport after Sunday's match on Tyneside.
"We didn't put our chances to bed and made unbelievable mistakes. But these players are quality and we need to forget about today and focus on the next game.
"The game we played in Russia had a weight in the second half. Physically we suffered a little bit.
"We have to be realistic. We came out of it with no points and overall we thought we should have got three points."
Arsenal return to action when they host West Ham United in the league on Sunday.