"We've been accused of not putting out a strong team. That's an insult to the players who started the game, and we didn't lose the game with the players who started, we lost it in the last 20 minutes."
Considering that the starting line up contained Tomas Rosicky, Gervinho and Abou Diaby, you could understand why Wenger would expect his side to do the job, he had hardly put the youth team out, and yet they didn't get the result.
The loss left them dumped out of both domestic cups by lower league opposition for the first time under Wenger, not really the kind of duck that Wenger would be happy about breaking, but just another example of Arsenal's slip from 'The Invincibles' to relative obscurity.
No trophies in nearly eight years, and even Wenger's supposed 'fifth trophy' in Champions League qualification is in serious doubt, with the Gunners four points behind rivals Tottenham in fourth place.
Arsenal are as inconsistent in the league as they have ever been this year, and with both Everton and Tottenham to play between their two Champions League ties, by the time the final whistle goes in Munich in three weeks time, their season could well and truly be over.
Failure to qualify for the Champions League his season will surely go down as Wenger's biggest failure to date, and will mark another first for Wneger, as his side has never finished outside the top four since he took charge.
And this year's Champions League campaign will not be an easy one, with Bayern Munich, currently 15 points clear at the top of their league coming to the Emirates tomorrow evening.
Commenting on the match, Wenger said: "You play to win the competition and, at some stage, you have to play a strong team. We play against a good opponent and - if I listen to you - we are not favourites."
"But I trust our quality, I trust our spirit, and I trust our mental strength. So... see you tomorrow."
But Wenger's faith may not be enough against a side who have only lost one away game all season, and who are riding high in their domestic league. On their day Arsenal of course could stand up to Bayern and get a result, but 'on their day' is a phrase used more and more to describe this team, with their day not coming nearly often enough.
Looking at other teams in the competition, so many of them look like sides capable of winning the competition, teams such as Barcelona, Manchester United, Dortmund, and Bayern themselves. Arsenal do not fall into this category, and the bookies agree, making Arsenal an outside bet to win the competition.