The Gunners coasted to a 1-0 win over West Brom in their final home match at the Emirates Stadium with a first-half goal from Olivier Giroud. Afterwards Wenger - out of contract in the summer - moved to reassure fans it would not be the last time they see him on a lap of appreciation.
Following Everton's 3-2 defeat by Manchester City on Saturday, the Gunners were already secure of fourth spot, and with it a chance of qualifying for the Champions League group stages once again.
Wenger, though, accepts things could have been so different but for the inability of his squad to overcome the loss of key men to injury and failing to turn up against their direct title rivals.
"I am happy with the attitude, the behaviour and the consistency of my players, but I am frustrated as well because we were 120 days top of the league," said Wenger.
"The regret as well is at the most important period of the season we had two important players out.
"The attitude of the group was remarkably consistent and of quality, but we still have missed something to be decisive in the Premier League at the moment when we were in a good position."
Arsenal will finish the Premier League season off at Norwich, who are all-but relegated following their goalless at Chelsea, before attentions turn to the FA Cup final against Hull on May 17 and the opportunity to finally end an eight-year trophy quest.
Wenger, 64, has been offered new terms by Arsenal, but remains relaxed - even if some supporters are getting nervous over who will be at the helm in 2014-2015.
"I have said many times my word is my word. I am from a period where you didn't need a pen to commit," said Wenger, who this season took charge of his 1,000th match in charge of the Gunners.
"Don't worry, don't be too impatient. You will see me again.
"It is not linked to the FA Cup final. It was important, of course, to be in the Champions League - that's for sure.
"I have had no moments of doubt. If I had moments of doubt it would have been a few years ago when I had to say no to many offers and commit to this club and I was under a lot of pressure."
Wenger ruled out any prospect of signing Newcastle's on-loan QPR forward Loic Remy, who was pictured at the Emirates Stadium.
"I don't see any sign of us signing Loic Remy. I hope he has paid for his ticket," said the Arsenal manager, who hopes to be able to keep hold of out-of-contract duo Bacary Sagna and Lukasz Fabianski.
West Brom are three points ahead of Norwich, with a far superior goal difference and still have two matches left to play.
Manager Pepe Mel acknowledged the Baggies will be forced to rebuild their squad this summer, with 13 players out of contract and his own future uncertain.
"After the Stoke match, we will have a meeting and then we will decide whether or not I will be at West Brom next season," said the Spaniard, who was appointed in mid-January following the sacking of Steve Clarke.
"What we are aiming to do is keep West Brom in the Premier League and I can tell you now I would be extremely happy to be at West Brom next season."