The home crowd reacted furiously to Wenger's substitution of Alex Oxlade-Chamberlain for Andrey Arshavin in the 74th minute, when a mistake by Arshavin led to Danny Welbeck's late winner.
Fans could be heard chanting: "You don't know what you're doing."
Wenger admitted after the game that the substitution was a "tactical mistake".
He went on to say that he understood why fans were disgruntled.
"I can understand the fans are upset about a substitution, especially when it doesn't work," Wenger said. "That means first I made the right decision at the start of the game.
"People pay for their tickets and are free to express their emotions.
"We cannot dictate behaviour to people. But that doesn't mean they're always right."
Arsenal are fifth in the Premier League, 18 points off leaders Manchester City.