The Gunners currently lie sixth in the Premier League table, and the Stamford Bridge reverse casts further doubt on their top-four credentials.
Moments before the first goal of the a game from Juan Mata, Wenger was left fuming on the sidelines as Chelsea midfielder Ramires appeared to foul Francis Coquelin.
Wenger vented his frustration at Atkinson's decision to ignore the incident, saying: "The referee gave a lot of free-kicks today, and some much less than the Coquelin one. It's frustrating.
"It doesn't mean we should have conceded the goal but, in the big games, these decisions have big implications."
Sunday's loss to Chelsea piled further woe on the Frenchman, as Arsenal failed to get into their stride and added another big-game defeat to the list after losing to Manchester City last weekend.
Wenger said: "We have lost two big games in the last week. That's damaging for us. We can't afford to lose more points. It's a concern.
"We only came into the game when we were 2-0 down, that's worrying."