"It is difficult to accept but easy to explain," Wenger told reporters at the Emirates Stadium.
"We delivered a completely off-the-mark performance and that's why we were well beaten. We gave them too much room, we were naive and that's why we have to stick together and produce a much better performance next Sunday when we go to Chelsea.
"It was a massive blow and a massive disappointment but we have to recover from that. That it is part of top-level football. We need something special now to stay in the title race, I'm conscious of that."
Arsenal face a huge task at Stamford Bridge against the league leaders who beat them 3-0 at the Emirates in November, the Gunners' last league defeat before Sunday's setback.
If Chelsea win at lowly Hull City on Tuesday and beat Arsenal again, they will move 11 points clear of their London rivals, who were totally outplayed by United.
"We need to deliver a special performance at Stamford Bridge next Sunday before we can even start thinking about winning the game, we have to focus on producing a completely different performance because today we were naive and completely off the mark," Wenger said.
LONDON DERBY
United manager Sir Alex Ferguson said he was also looking forward to next week's London derby.
"The run-in is always a difficult period. I am trusting my players to handle it again, but we need Chelsea to drop points obviously," Ferguson told Sky Sports.
"Arsenal are not out of it, I hope that Arsenal go to Stamford Bridge next Sunday and batter them, I hope they can get some points off them."
Ferguson praised his team's performance with special mentions for Portuguese winger Nani and England striker Wayne Rooney, who scored his 100th Premier League goal to put United 2-0 up before half-time.
"He (Rooney) was unbelievable today. He was the key player for us and they could just could not handle him," Ferguson said. "He was a really great player today.
"His (Nani's) last three games have been first class and I think today was his best game for us," Ferguson said.
"He's 23 now, has more maturity, he's a very shy boy but now perhaps his personality is getting stronger to play for us every week. Today was an example of that maturity."
