Of the four English sides involved in the last-16 of the UEFA Champions League, only Chelsea have managed to take anything from their first leg encounter - and were the only side to find the target.
The Blues were held 1-1 away at Galatasaray, but fared markedly better than Arsenal, Manchester City and Manchester United - who came unstuck against Bayern Munich, Barcelona and Olympiakos respectively.
Swansea City's continental adventure has also come to an end, after they slipped to defeat at Napoli on Thursday, with Tottenham Hotspur left to fly the Europa League flag following victory over Dnipro.
A collection of lacklustre performances have drawn criticism from some quarters, but Wenger believes a fiercely competitive domestic league still has the English top flight above its rivals when it comes to entertainment and spectator appeal.
The Frenchman said: "I maintain it is the best, despite the results.
"It is the most levelled league. There is not the difference if you take the difference of quality, for example, between Bayern Munich and the rest of the German league. You have Bayern, Dortmund, then there is a big gap.
"In the Premier League you can go to Cardiff, anybody, and lose. Spain was a good league as well.
"But this season the English league is the most difficult. Maybe as well we pay a little bit the price for that.
"Of course, when we play against Bayern you cannot say it is a comparison of the two leagues - it is a comparison of the teams, and they are one of the top ones in Europe."
Wenger also feels that the energy levels required to compete for top honours at home often leaves Premier League-based players drained when they head abroad.
He added: "We pay the price because of the toughness, the intensity maybe. In every game you just have to focus on getting the best team out.
"It is because of the competitiveness. If you speak to Manuel Pellegrini and Mesut Ozil they will tell you the same.
"But if you look in the last 10 years, the English clubs in the Champions League have done extremely well. If you play against Barcelona, Real Madrid and Bayern you can lose."