Laurent Koscielny gave The Gunners the lead at Craven Cottage in the first half, before two goals in the last five minutes from Steve Sidwell and a last-gasp Bobby Zamora strike gave the hosts the win.
With Johan Djourou also sent off in the second period for two bookable offences and a penalty claim turned down by referee Lee Probert, Wenger was unhappy after the result.
“The first yellow for Djourou, I felt the referee got all wrong,” he told Sky Sports.
“And a penalty was not given to Gervinho – I do not know why it was not given.
“It was a difficult game and after we went down to ten men we wanted to keep the score maybe too much and in the end when we were down to ten there were tired legs.
“We have to cope but it’s difficult to lose a game like that today,” he stated.
The defeat means that Arsenal stay in fifth place, and are nine points behind the Manchester clubs at the top of the division having played a game more.
By Gareth McKnight