The Gunners boss described the Stamford Bridge capitulation as one of the worst days of his managerial career.
The Gunners boss described the loss as one of the worst days of his managerial career after his side found itself 3-0 down and reduced to 10 men after just 17 minutes.
"This defeat is my fault, I take full responsibility for it,” Wenger told the BBC before declining to speak to the rest of the media at the traditional post-match press conference.
“I don' t think there's too much need to talk about the mistakes we made. We got a good hiding today. It's how we respond now on Tuesday night [against Swansea] and the best way is not to explain too much the mistakes.
"Yes, of course it's one of the worst days [in my career]. It's over after 20 minutes and it's a long game after that. You don't prepare all week to experience that kind of experience."
The game included a hugely controversial incident at 2-0 when referee Andre Marriner awarded Chelsea a penalty for a handball committed by Alex Oxlade-Chamberlain, but the official mistakenly sent off left back Kieran Gibbs.
Wenger claimed Marriner did not see the incident but refused to use the red card as an excuse for a result that leaves Arsenal seven points behind the league leader.
He added: “I believe it was handball but the referee hasn't seen it. The ball went out and I think it's Chamberlain who touched the ball.
“I don't know who gave indication to the referee that it was handball but he has certainly not seen it. Of course it's a huge disappointment today but we want to win the next game now."