The London club looked set to record a third consecutive Premier League victory when the in-form Alexis Sanchez scored his seventh goal in his last six games in the second half at the Liberty Stadium.
Arsenal had been accused of being naive for the manner in which they let a three-goal lead slip to draw 3-3 with Anderlecht in the UEFA Champions League on Tuesday.
And they were unable to preserve their advantage again five days later, as Gylfi Sigurdsson equalised with a sublime free-kick 15 minutes from time and Bafetimbi Gomis headed home his first Premier League goal three minutes later to stun Arsenal.
Wenger and his players have come in for plenty of criticism for allowing Anderlecht to salvage a point and the Frenchman cut a frustrated figure after their latest setback, which ensured they dropped below Swansea into sixth spot.
He told Sky Sports: "It is difficult to explain how we lost the lead. We were in control but they did not give up and we lost some decisive challenges in the middle of the park and we paid for that. That is where we lost the battle.
"We lost the ball, we were in control, you can never predict when you can lose the ball.
"We were not too much in trouble, think we had the best chances. It was a very tactical game, I think when we were 1-0 up we lacked some spark and killer instinct."
