The Emirates Stadium club made a clear intent not to allow the visiting newly-crowned Premier League champions any room in Sunday's 1-1 share of the points in London.
Visiting boss Sir Alex Ferguson was consequently unhappy with the performance of referee Phil Dowd, where five of his players were booked in comparison with three from Arsenal.
But Wenger told Sky Sports after the final whistle: "From the first to the last minute, it was two teams giving absolutely everything to win.
"We gave everything and, at the end of the day, the regret you have is the way we conceded the goal. Just before half-time, that was a serious blow to us."
Theo Walcott had given fourth-placed Arsenal a second minute lead only for Robin van Persie to equalise from the penalty spot before half-time.
Wenger had called on the Arsenal fans to show respect to former player Van Persie but he was booed throughout the game.
"I think it's disappointing that, when you come back, you get real aggression from the fans," said Wenger.