The Gunners succumbed to a strike from Potters debutant Jese Rodriguez early in the second half, having been dominant in the opening 45 minutes.
Wenger denied that the defence had been shaky in their 4-3 win over Leicester City last week, but agreed that what turned out to be the decisive goal at Stoke should have been prevented.
"Last week we conceded two goals on corners and they only had three shots on goal, so I don't believe we defended so badly," Wenger told reporters after Saturday's 1-0 loss.
"On set pieces, yes. But here I say we could look at ourselves and, on the goal we conceded, we were 100% guilty.
"We are very frustrated because we lost a game that we should have won and that's terrible to swallow. We had plenty of chances and on top of that, not only did we not finish, but we gave them an easy goal to score, just after half time.
"We knew at half time it was very important to keep our defensive focus in this kind of game, [then] we came out and didn't defend properly. That's where we are not forgivable today."
Up next for the Gunners is a Premier League trip to Liverpool next Sunday.