Wenger felt that the referee was wrong to blow the whistle after Hazard hit the deck following a swing of the leg from Bellerin.
"I thought it was a great football game. We showed great mental resources," the Frenchman told reporters. "We again got a farcical decision on the penalty. I don't want to talk about it. I'm fed up.
"We have to account in our preparation for that's what we have to face," Wenger said to BBC Sport. "You see good football. Unfortunately you see as well bad decisions.
"I don't want to start [talking about individual decisions] because it gets me frustrated and upset. [The Hazard penalty is] not serious."
Marcos Alonso gave Chelsea a 2-1 lead in the 84th minute before Bellerin's equaliser.