The Frenchman felt Everton's late equaliser should have been ruled out, while opposing manager Roberto Martinez hailed his side and the impact of the Barcelona teenager
Mesut Ozil had given Arsenal the lead late on, but the Gunners' advantage was wiped out by the Toffees' on-loan Barcelona prodigy Gerard Deulofeu, who rifled a thumping shot into the back of the net.
And Wenger was disappointed with the manner in which Everton levelled, claiming there was both a foul and an offside in the build-up to the goal, and believes the visitors were not punished sufficiently for attempting to break up the game.
"I think it was offside and he [Lukaku] made a foul on the goal, but the referee didn't give it," said Wenger.
"Koscielny can take the cross, head the ball, but he cannot do it because of [Lukaku's] overhead kick, but it doesn't mean we have to concede a goal behind that. You have to give Deulofeu credit, he took his goal well.
"I just feels that when we got out of the pressure, and got into the passing, they stopped us every time with a foul."
Roberto Martinez, meanwhile, was delighted with his side's effort – which came just five days after winning at Old Trafford – and lauded the Toffees' response after conceding late on.
"I was extremely pleased with the performance," said Martinez. "I thought our first half performance was magnificent, I thought we controlled the game, we took the ball away from Arsenal.
"If there's any criticism it is that when you play that well you need to reflect it in the scoreline. That's our next step. In the second half, Arsenal put us under an enormous amount of pressure.
"We had our chances, they had their chances, then when they scored, and I felt we were growing into the game again, we showed incredible character. It would have been easy to feel sorry about ourselves, but we never did that."
Deulofeu netted his second Premier League goal against the Gunners and Martinez was full of praise for the young Catalan, also revealing that the club have the possibility of keeping him at Goodison Park next season, too.
"We relied a little bit on the quality of a young man with incredible talent like Gerard Deulofeu and I think that goal was the reward we needed for the performance," continued the Spaniard.
"Certain players have that raw talent that they can create something out of nothing, or they've got that special touch, and he's got incredible pace – I've never seen a player that is quicker than he is.
"He's come along way. When he arrived in February I thought it would take until February for him to get used to his role and the physicality of the league, but he's surprised me, and he's ready now.
"There is an opportunity [to keep Deulofeu], we've got an agreement that we can extend his contract by an extra year, as long as the parent club don't need the player."