The Frenchman has been the focus of much attention this week ahead of his 1,000th game in charge of Arsenal.
However, the landmark fixture at Stamford Bridge turned into a nightmare for Wenger as Premier League leaders Chelsea ran riot in a one-sided encounter.
Early goals from Samuel Eto'o and Andre Schurrle left Arsenal with a mountain to climb and the visitors then saw Kieran Gibbs sent off in an apparent case of mistaken identity after Alex Oxlade-Chamberlain had handled on the goalline.
Eden Hazard converted the resulting penalty and Chelsea were able to pull further clear, with Oscar scoring twice and Mohamed Salah registering his first for the club.
Wenger failed to show up for his scheduled press conference, with an Arsenal spokesman citing an immediate need to leave the ground.
However, the 64-year-old made his disappointment clear in an interview with the BBC, labelling the day as "one of the worst" in his illustrious career.
"This defeat is my fault, I take full responsibility for it," said Wenger.
"I don't think there's too much need to talk about the mistakes we made. We got a good hiding. It's how we respond now on Tuesday night (in a home game against Swansea City) and the best way is not to explain too much the mistakes.
"Of course it's one of the worst days (in his career). It (the match) is over after 20 minutes and it's a long game after that. You don't prepare all week to experience that kind of experience."
Wenger suggested that referee Andre Marriner had missed the incident that resulted in Oxlade-Chamberlain being incorrectly dismissed.
"I believe it was handball but the referee hasn't seen it," he added.
"The ball went out and I think it's Chamberlain who touched the ball. I don't know who gave indication to the referee that it was handball but he has certainly not seen it."
