City failed to have a shot on target during the clash at the Emirates.
“I think we had an outstanding team performance and the positive is we kept a clean sheet,” he told Sky Sports.
“Firstly the performance was encouraging, there is a fantastic quality and spirit, and you can see everyone can lose anywhere.
“Obviously we are frustrated we didn’t score, but we dominated the game and in parts we combined it was good but it was frustrating.
“We created enough chances in this type of game, we had more than we usually we would have and sometimes there was hesitation and sometimes bad luck, but we played the game we wanted to play which is the important thing.”
Wenger felt City were looking for the draw.
“They looked to me like they were set up not to lose,” he said.
“If you look at how their goalkeeper was taking his time and how often they went down, for me they were happy with a 0-0.
“They defended well and they deserve credit for that and overall, they were set up not to lose.”