The match ended in a 1-1 draw after goals by Leadbitter for Sunderland and Fabregas for the Gunners.
Wenger told Sky Sports: “It is frustrating because Sunderland never came out. They were happy with 0-0 from the start and they just didn’t try to play.
“In fairness, they defended very well. They just focused on defending. On top of that, we had a goal disallowed.
“Overall, we had a good attitude and good response. But we were frustrated because it was not an open game.
“I expected them to play more attacking. Today they were very, very defensive. We lacked a little bit of sharpness, but our attitude was very good.”