With qualification already secure ahead of the last Group B tie at Olympiacos, Wenger elected to leave several first-team regulars behind as 20-year-old defender Jernade Meade made his European debut in a 2-1 defeat.
Although Czech midfielder Tomas Rosicky fired the English side ahead after 38 minutes, the Greeks fought back through a controversial effort by Giannis Maniatis and a well-taken strike from substitute Kostas Mitroglou to leave Wenger facing more questions about the direction of his team - who have now not won in the last four and plummeted down the Premier League table.
"Let's see [what happens in the draw], but for now it is important for us to focus on the [domestic] championship, forget about the Champions League a little bit and get ourselves back in decent form in the championship," said Wenger.
Arsenal, who were beaten 2-0 at the Emirates Stadium last weekend, host fifth-placed West Brom on Saturday.
Wenger challenged his team to produce a response.
He said: "It is a good opportunity for us to keep focused, to show strength and unity, that is what you want to do in the next game."
Wenger refused to be too downbeat after last night's defeat.
"We left eight or nine players at home and we had a positive game," he said.
"We had a good first half, but we dropped physically in the second half because many players lack competition at that level and therefore we couldn't take the chances for the second goal.
"We also got a very bad decision against us on the goal. I am not against the fifth referee, but you would like at least for them to be concentrated on their job, but that was not the case tonight, Wojciech Szczesny was far away from the ball.
"Why didn't the fifth official tell the referee? It's difficult to understand, to concede a corner when it doesn't go off the goalkeeper.
"However, I don't want to make a fuss of it, so we have to take it on the chin and go home and focus on our next game."
Rosicky had just come back from an injury lay-off, and Wenger revealed his second-half substitution was pre-planned.
He said: "He is a bit tight, muscular, but no [new] injury. We will see how we recovers now for Saturday."
Defeat in the Georgios Karaiskakis Stadium for a second successive season coupled with Schalke's draw in Montpellier means Arsenal will head into the knockout stages without the security of a top seeding.
Wenger, though, is not overly concerned. He said: "We need a good Christmas present now (in the draw), but we will see.
"We can get a bad draw or less strong team, but you normally get strong teams through anyway now.
"The disadvantage is we have is we play the second game away, but that is not statistically proven to be a such a disadvantage."
Olympiacos coach Leonardo Jardim, meanwhile, must now prepare his side for the Europa League, having in the end finished only one point behind Arsenal.
The Portuguese said: "We just had to focus on getting the win, to become one of the top seeds for the Europa League and to play well in front of our fans, so I am pleased we achieved both of these aims."