The painful memory will have been freshly aggravated by the recent Champions League draw. Had Arsenal avoided defeat against Dortmund at the Emirates Stadium, they would have topped their group, thus escaping the possibility of being pitted against the likes of Bayern Munich in the second round.
Instead, the Gunners were undone by their own guileless tactics. With the game delicately balanced at 1-1, Arsenal set about chasing a winner. They were gutsy, if a little naive. Unfortunately, their pluck did not bring about any dividends: Dortmund countered and snatched victory with a cruel late goal.
"We can only look at ourselves. We were not mature enough. If you cannot win a game, then don't lose it. In the second half, we were on top, but we made it difficult by giving them the second goal."
Wenger patently feared a reprise of that fate against Chelsea.
Jose Mourinho set up his side to contain the Gunners and provide an occasional menace on the break. As the match entered the last twenty minutes, Wenger was faced with the eternal question: stick or twist?
His answer was unequivocal: stick. While the fans sang for the introduction of Santi Cazorla, Wenger resolutely chose not to make a single substitution. After the match, he confessed that he feared a change could upset the balance of his team. What he had, he intended to hold.
Perhaps, Wenger was also feeling a little stung by events at Manchester City in Arsenal's previous Premier League game. On that occasion, Wenger had gambled, withdrawing Mathieu Flamini and bringing on the young winger Serge Gnabry.
The results weren't pretty: Arsenal were overpowered in midfield and ended up conceding six goals. More than that, they enabled a title rival to take all three points. Wenger was determined that his team would not be so generous against Chelsea.
Mourinho was probably happy to see Wenger displaying some pragmatism. A draw suited the Portugese boss, and the way he had set up his team suggests he would have been happy with that result from the outset.
Arsenal will feel frustrated, as this was doubtless an opportunity to make a real statement against one of their closest rivals.
However, having dropped points against Everton and Manchester City, defeat to Chelsea could have done irreparable damage to Arsenal's confidence and title credentials. A draw with Chelsea is no disaster.
The Gunners' lead at the top of the table may have evaporated, but they're still very much in the hunt. With Liverpool set to play Manchester City and Chelsea over the festive period, Wenger's side may even be able to re-establish themselves at the summit of the Premier League.
This was a forgettable game, but avoiding defeat could prove to be crucial come the end of the season.