Wenger's men won 2-0 at Stade Louis II on Wednesday, but made their exit from the competition having lost 3-1 on home soil three weeks earlier.
"Maybe away goals should count after extra-time," said Wenger. "The rule was created in the 1960s and the weight of the away goal is too great today."
Arsenal sit seven points adrift of leaders Chelsea in the Premier League at present, and face a trip to Newcastle United on Saturday.
"We have to move on," stressed Wenger. "We know why we went out [of the Champions League] - it's down to a dreadful defensive performance in the first leg.
"At the moment we are too far away from Chelsea but we have an opportunity every week to get closer.
"We have to continue to improve. We are a better team today than four months ago. We've won 13 of our last 15 games."
Wenger also confirmed Mikel Arteta (ankle) and Mathieu Debuchy (shoulder) would be out for a further three weeks, but Tomas Rosicky (illness) could be available.
