The Gunners lost 2-0 to Chelsea at Stamford Bridge on Sunday, following a brace from Didier Drogba.
“It is difficult to swallow a defeat like that when we felt we were the better team,” Wenger told Sky Sports.
“Chelsea defended well until the last minute so you have got to give them credit. We are outsiders but we will fight until the last day of the season.
“I believe everyone can drop points. Let’s come back to win our next game first and then see where we stand.”
