A fourth successive away Premier League defeat - the first time Wenger has endured such a run at the club - leaves Arsenal seven points adrift of fourth-placed Manchester City in the race for Champions League qualfication.
Goals from Andros Townsend, Yohan Cabaye and a Luka Milivojevic penalty condemned Arsenal to a heavy defeat and only West Ham, Sunderland and Middlesbrough have collected fewer points than Arsenal in the last eight league games, leaving a muted Wenger demanding an improvement from his players.
"Our fans are very unhappy and they come here hoping to see us win a game," Wenger - who said there is no news about his contract situation - told Sky Sports.
"Every defeat is a big worry. I've managed over 1,000 games and we are not used to this, it's a big worry. Unfortunately it is like that and we have to respond very quickly and not accept it.
"I am determined to put things right, the worry is not me, it is that we lost a big game and it is a big worry."
The Frenchman saw his side fail to record a single shot on target in the second half and Wenger felt his team's inability to win decisive duels was costly, while the lack of protection for his defence ensured Christian Benteke wreaked havoc in attack for the hosts.
"I felt that we created quite dangerous situations but defensively we were exposed at times and offensively we couldn't finish," Wenger said. "In the second half they were stronger than us but the second goal was unfortunate and the penalty killed our game.
"Benteke was up for it and he was a handful. I think they were sharper than us in the duels and in many decisive situations tonight. It's not the right moment to analyse the game, we had a lot of the ball and possession, but they won the decisive duels and they were stronger, especially Benteke.
"What we say in the dressing room remains in the dressing room. They won more decisive duels than us. It's damaging of course but top four is difficult for us, it is a difficult defeat and it has consequences on our chances to be in the top four."