Porto take a 2-1 advantage to the Emirates Stadium, with their second goal leaving Arsenal coach Wenger perplexed.
Referee Martin Hansson penalised a Sol Campbell back pass to keeper Lukasz Fabianski and then allowed Ruben Micael to take the free-kick quickly for Radamel Falcao to tap in.
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"It's hard to understand this, but who am I? Maybe I am not intelligent enough to understand it," Wenger said.
"The referee made a goal from a move with no danger. Besides that, how did he see Campbell's pass as intentional?"
Hansson was also at the centre of the storm around Thierry Henry's handball in France's World Cup playoff against Ireland last year.
Porto coach Ferreira said the goal was not a novelty nor illegal. Wenger's Arsenal had scored a similar goal in 2004 against Chelsea, with Henry scoring from a quick free kick while the Chelsea defence were caught napping, Ferreira said.
Portuguese commentators wondered how Arsenal could concede such a soft goal.
"In a tournament like this, with quick-thinking players ready to use trickery, it's hard to understand what happened to Arsenal," Joao Pinto, the former Portugal international who is now a TV and newspaper commentator, wrote in the O Jogo daily.
The game had already proved eventful before Falcao's goal, with a Fabianski howler gifting Porto the lead and Campbell scoring the equaliser to mark a remarkable return to the tournament after scoring in the 2006 final.
Campbell, who had been playing in England's fourth tier for Notts County five months ago, enjoyed the return to Europe's top club competition.
"Yes its been a long slog to come back, and I had to dig in but its just great to be back," he added.
"I think the main thing is at least we got a goal and now we have got them at home - and we are good at home and hopefully will get the right result."
Arsenal will expect to have some of their long list of injured players back for the March 9 last 16 second leg.
"The second leg will be different," Wenger said.
"When we play at home we have another psychological strength.
