The Gunners lost 2-0 in a game where Wenger rested several of his players.
He told Sky Sports: “I do not regret not bringing out a more experienced squad because a lot of players have little injuries.
“We know we are in a position in the (Premier League) championship where every game is vital to us and that is what we decided to protect this week.”
Wenger continued: “In the first half we were not disappointing, but we were too weak when we were 2-0 down.
“I believe we were quite comfortable in the first half until they scored the first goal.
“What was disappointing was that when we tried to come back, especially when we were 2-0 down, we were not able to be dangerous.”
“It is going to be difficult but we will be up for it and we have a chance against anybody in Europe,” he added.