Arsenal missed the chance to return to the top of the Premier League as David Moyes' beleaguered visitors held on for a goalless draw.
Wenger's charges went into the match on the back of a 5-1 defeat to Liverpool and the Frenchman was content not to lose for a second top-flight match running, despite seeing Olivier Giroud and Santi Cazorla go close late on.
"I think overall we could have won it but it was a game of very few chances," he told BT Sport.
"Our defensive focus was extreme because we conceded so many goals on Saturday and they were focused on defending also.
"It could have gone 1-0 for either side.
"We had two or three chances in the second half from crosses where Giroud was just a bit short.
"When you go forward they can always catch you with the quality of strikers they have.
"It was important not to lose tonight."
Arsenal welcome Liverpool in the FA Cup on Saturday before hosting European champions Bayern Munich in the UEFA Champions League three days later.
