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The Frenchman was speaking at the club's AGM on Thursday and voiced his frustration that he was unable to add to his ranks further during the close-season.
Arsenal will be without Laurent Koscielny for the Premier League visit of Hull City this weekend with an Achilles problem, while Calum Chambers is suspended and Mathieu Debuchy remains sidelined with an ankle issue.
Both Debuchy and Chambers joined in the most recent transfer window as replacements for the outgoing Bacary Sagna and Thomas Vermaelen.
Wenger revealed he had wanted to bring in one more defender to boost his options and will look to do so once the mid-season window opens in January.
"We finished [last season] strong, it's made us stronger," he said.
"We have strengthened, brought in two defenders. We have done remarkably well in transfer window.
"We tried to buy one more, a defender, but we didn't find one. But we will try to rectify that in January."
