The Gunners had the chance to move into the top four at the weekend but were on the receiving end of a shock 1-0 defeat at Norwich City on Saturday.
The Londoners are now ninth in the Premier League, ten points behind leaders Chelsea, and Wenger has conceded that the table makes unpleasant reading for his team.
"The gap is very unpleasant. We had an opportunity that Tottenham could win and we could win, and we both lost. That of course makes the gap a lot bigger," said Wenger.
"You cannot say you do not worry about that, but what is more disappointing is that we could not score. After we went 1-0 down we had the ball for 70 minutes and could not score a goal."
Arsenal host Schalke 04 in the Champions League on Wednesday.