Despite his side dominating the match, Wenger believes that a lack of concentration in defence cost them a victory in the end.
"They had two shots and scored two goals but we had to keep going and that saved us a point in the end. It is a long time since we've dominated so much and not won the game," he is quoted as saying by BBC Sport.
"Look at the shots on goal; how many times did they come into our half? They defended well and we made it difficult for ourselves by giving them a second goal. Sometimes the team that takes the initiative doesn't win. We tried our best and we can only look at ourselves.
"We have conceded too many goals and we have to look at ourselves defensively. Some other teams have bought many defenders and concede goals as well. I think it's a matter of concentration."
Arsenal resume their Champions League campaign on Wednesday when they travel to Belgium to face Anderlecht.