Wenger bemoans failure to defend set-pieces
The visitors looked to be on their way to a Premier League victory at Anfield when Olivier Giroud put them 2-1 to the good in the 64th minute after Mathieu Debuchy had cancelled out Philippe Coutinho's opener.
But Skrtel, whose head injury had caused a lengthy delay early in the second half, nodded in Lallana's corner in the seventh of nine additional minutes to salvage a point for the hosts.
Arsenal stay seventh in the Premier League as a result of the stalemate, which left Wenger to rue his side's inability to defend from dead-ball situations.
"It was maybe a fair result, but we are disappointed to give a goal away with a free header from a corner," Wenger told BBC Sport.
"It was an intense game. We played a little bit with a handbrake in the first half. Liverpool played well. We lost the ball too quickly in the first half - when you are not used to something it was frustrating.
"In the long stoppage time you have to survive two three corners and free-kicks. For their goal, we had plenty of defenders on the pitch.
"It's disappointing that we didn't even jump. You want everybody to be focused on the corner."