The League Two outfit advanced to the semi-finals after winning a tense penalty shoot out against the Gunners, who only forced extra time thanks to a late goal from Thomas Vermaelen.
Wenger commended his opponents after the game, but praised his players for a solid showing, despite the result
“Congratulations to Bradford, they had a good start and after that they defended well.” He told SkySports.
“Overall we had many chances.
“The keeper had a great game and we couldn’t convert our chances. When you go out it’s never good enough at Arsenal.
“I think we lost on penalties to a team who defended well. I cannot fault the effort we gave for 120 minutes.
“You have to give credit to Bradford on the night. That’s part of the game.”
The Frenchman also hit back at questions raised about the strength and depth of his squad
“It’s not a lack of quality. We couldn’t convert our chances for different reasons.
“Overall it was a real cup game. I can’t fault the effort of our team.
“We’ll get over (the defeat). It’s part of our club, it’s what we do.”
The Bantams took the lead through Garry Thompson’s finish in the 16th minute, before Vermaelen equalised late on.
The Belgian then missed the decisive spot kick to give Bradford a 3-2 shoot-out victory.