The London club squandered a three-goal lead to draw 3-3 with the Belgian champions on Tuesday, when a victory would have seen them progress from UEFA Champions League Group D with Borussia Dortmund.
Former Liverpool and Germany midfielder Dietmar Hamann, working as a television pundit for Sky Sports, was baffled by Arsenal's "staggering" naivety and picked out Ramsey as the "the chief culprit".
The Wales midfielder was caught out marauding forward when Arsenal appeared to have the three points in the bag and Wenger acknowledged that the former Cardiff City man needs to learn from his mistakes.
He said: "He has to keep his priorities right. He needs to help the team. It's not about goalscoring."
Wenger does not expect the manner in which Arsenal caved in at the Emirates Stadium in midweek to have a knock-on effect as they prepare to face Swansea City in the Premier League on Sunday.
The Frenchman said: "It was a shock but overall we know we can score goals and do better defensively
"We can learn a lot from what happened. Subconsciously we thought the game was over and it rarely is.
"We are very positive inside the camp. We are not affected by negativity. We are not happy when we don't win but that's it."
Wenger was coy over whether Theo Walcott will make his first start against Swansea since returning from injury and has no problem with Roy Hodgson calling the forward up to the latest England squad on Thursday.
He said: "He is in the squad. He can start if I decide to start him.
"He needs playing time. Roy Hodgson is free to do what he wants."
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