Strikes from Juan Mata and Frank Lampard gave the Blues all three points, but Theo Walcott did pull one back for the Gunners during the second-half.
The opening goal in particular angered Wenger with midfielder Francis Coquelin appearing to be fouled by Ramires during the build up.
The Frenchman confessed that is team should have dealt with the attack, but criticised Atkinson for not awarding his side a free-kick:
“The referee gave a lot of free-kicks today, and some much less than the Coquelin one. It’s frustrating.” He told Sky Sports.
“It doesn’t mean we should have conceded the goal but, in the big games, these decisions have big implications.”
The loss to their London rivals made it back-to-back Premier League defeats for Arsenal, and Wenger admitted that his team’s form is a concern:
“We have lost two big games in the last week. That’s damaging for us. We can’t afford to lose more points. It’s a concern.
“We only came into the game when we were 2-0 down, that’s worrying.”
Mata opened the scoring after six minutes with a cool finish, before Lampard converted from the penalty spot following a foul on Ramires.
Arsenal came back into the game after the break, with Theo Walcott latching onto a Santi Cazorla pass to slot home with half-an-hour left to play.