According to the Sunday People's Steve Bates, he said: "I believe the result has to make us angry and even more determined. If I am a player, and I think with what we produced, we have a huge potential, and we lose the game, we cannot accept that."
The Gunners were on top for the majority of the match but left themselves a mountain to climb after some disastrous defending saw them 2-0 down inside 12 minutes, and they came up against an inspired David De Gea, who was on top form in the United goal.
Wenger said the Spaniard "is an outstanding goalkeeper" but believes the Gunners should nevertheless have found a way through. He added:
"But I take a lot of positives and I feel sorry for the players—that's why I'm angry. Especially when you produce that quality of performance.
"We have lost games here against Man United where we didn't deserve anything. But what makes you angry is that you produce that performance and in the end you have nothing to show for it.
"That's very difficult to accept."
Arsenal were a goal down after just three minutes when Antonio Valencia cut out a poor pass from Laurent Koscielny before playing a one-two with Paul Pogba—who drew in four Gunners players before offloading it back to the right-back—and firing United in front.
Shkodran Mustafi's indecision in front of his own goal under pressure from Jesse Lingard led to the visitors' second seven minutes later, with Anthony Martial producing a sumptuous flick to feed Lingard to double their lead.
United remained a threat on the break and looked to get forward where possible in a thrilling and often end-to-end encounter, but the remainder of the match was largely characterised by Arsenal dominance and the Gunners had 33 shots in total.
As ESPN FC's Mattias Karen noted, the hosts' errors proved too costly:
Mattias Karén @MattiasKaren
This game confirms what we already knew: Arsenal are good enough to compete with United (or any other team), they're just not good enough to overcome their regular moments of self-destruction. #arsmun2017-12-2 19:14:53
It was not just poor finishing that stopped Arsenal scoring, though. A remarkable performance from De Gea also kept them out at every turn.
Samuel Luckhurst of the Manchester Evening News and James Ducker of the Telegraph hailed the Spaniard's efforts:
Samuel Luckhurst @samuelluckhurst
De Gea's 14 saves today the joint record in the Premier League era. Has to be his best United performance. #mufc2017-12-2 19:52:50
James Ducker @TelegraphDucker
You run out of words to describe De Gea’s shot stopping. He’s one of the most agile goalkeepers I’ve ever seen2017-12-2 18:45:58
On another day, the Gunners would have overcome the early deficit and could have scored any number of goals, such was the quality of their response.
Alexandre Lacazette was able to pull one back in the 49th minute, and Danny Welbeck should have had a penalty when he was brought down by Matteo Darmian. However, a counter-attack saw Lingard score again to restore the two-goal lead and ultimately seal the win despite Pogba picking up a red card with 16 minutes remaining.
While Arsenal's response—which could so easily have been to capitulate—to the early setback was encouraging, their defending offered a timely reminder of their frailties, and it's an issue they must eradicate if they're to progress as an outfit.
Aside from Liverpool on December 22, Arsenal don't face any top-half sides in the Premier League until the new year.
If they can replicate Saturday's attacking performance, they should have plenty of joy in those fixtures—including against the Reds—and they'll want to collect maximum points as they look to regain their spot in the top four, but the kind of errors they made against United are unlikely to go unpunished.