Chelsea's 2-1 win at Crystal Palace saw the Blues extend their advantage over their London rivals, and Wenger says that he is worried by his side's slow start to the season.
"I cannot say it is not a concern because the other team win their games and we don't," he is quoted as saying by ESPN. "We had 80 per cent possession and we got a point. It is a very disappointing result. We absolutely could have won this game.
"The performance was better than the result indicates and in the last five minutes we created three or four clear-cut chances. It's difficult against teams who are physically strong. They were well organised - it was 10 against 10 in the second half."
Sixth-place Arsenal return to domestic action next weekend when they travel to Sunderland.