While few gave Redknapp's men a chance at the Emirates Stadium, they were gifted an opportunity when Olivier Giroud's foolish decision to head-butt Nedum Onuoha early in the second half left the hosts - who were 1-0 ahead - down to 10 men.
However, Alexis Sanchez, having scored the opener after missing an early penalty, paved the way for Tomas Rosicky to add a second.
Charlie Austin pulled a goal back from the penalty spot, yet it was an incident in the box later in the game - when Bobby Zamora seemed to have been fouled by Kieran Gibbs - that was on Redknapp's mind when he spoke to reporters.
Redknapp said: "Bobby could not believe he didn't get the decision. It was a penalty for sure.
"The referee had already given two penalties and I don't know why he never gave that one."
Although Redknapp was frustrated by that decision, he also criticised his men for failing to take full advantage of their one-man advantage.
He added: "When they [Arsenal] went down to 10 men there was a great opportunity for us.
"To go two down was a massive blow."
QPR are two points above the Premier League's relegation zone ahead of Sunday's home game against 18th-placed Crystal Palace.
‘Chelsea have to qualify for the Champions League for this season to be a success – they showed that they have the players to perform at a high level, they need a win quickly now’ Blues legend’s fears over recent bad run
'I’d probably pick Cole Palmer alongside Bellingham and Rice in there at the moment. For me, Declan Rice is good enough to play that central midfield role on his own' Thomas Tuchel advised to DROP Manchester City star by England legend
