The Frenchman's decision to replace Olivier Giroud with Francis Coquelin with two minutes remaining led to a chorus of 'you don't know what you're doing' from the visiting fans.
When asked about the chants at the post-match press conference, Wenger said: "I don't want to comment on that. I do my job and do my best for the club.
"I leave it to you to judge. I try to be as good as I can be. Is it hurtful? Look, I have managed for 30 years at the top level and I have to convince you I can manage the team?
"How many games have you managed? I promise you if you manage one I will sit in the stands and chant 'you know what you are doing!'"
When questioned about the substitution, Wenger said: "You can discuss every substitution. You think what you want.
"I do my job and I let people judge it. I do that every day and I do my best every day. I know why I do it.
"What is the thinking behind the substitution? I will not explain every decision I make, you judge the game and I sit here and explain to you our game.
"You are all great managers! I read the newspapers every day and I can tell you that you are always great managers!"
On the Gunners' performance, Wenger added: "We were a little bit frustrated. We expected a difficult game because we played an intense game last Saturday against Tottenham.
"We had a Champions League game on Wednesday night so we knew it would be hard.
"Always, when you play away from home after the Champions League it can be difficult. We lacked a bit of sharpness today in the final third. Physically we were jaded."