Jese Rodriguez's debut strike 90 seconds into the second half gave Stoke the surprise victory on Saturday, although Wenger was unimpressed with the decision to disallow an Alexandre Lacazette goal for offside.
The Arsenal manager was asked for an update on the club's transfer business following the loss and reiterated that any immediate movement would involve players going out, rather than in.
"I expect to sell players first, that is all," Wenger told reporters. "I expect some players to go because we have too many players and it is not manageable.
"Many clubs are in this situation which is why the transfer market is quiet. We have 33 players at the moment, and that is too many players.
"I am not in transfer mode after a game like that. We are more disappointed at the moment rather than thinking about buying players straight away tonight."
Wenger also felt Hector Bellerin should have had a penalty in the first half after going down under a challenge from Mame Biram Diouf.
Asked if he thought the incident was a spot-kick, Wenger said: "Of course, but we know we don't get penalties - we know that.
"Look at the numbers and you will see. Look at the statistics and that is it. Penalties - we had last year the highest number of penalties against us at home by a mile and the lowest number for us.
"So I give you just the numbers, I don't say anything else."
But Wenger was also critical of Arsenal's defending for Jese's goal, as the Gunners suffered a defeat that puts them under pressure going into next Sunday's match away to Liverpool.
"It is the kind of night where you are angry because not only did we not score with the number of chances we had, we made stupid mistakes centrally," he said.
"First by losing the ball and then afterwards we didn't defend properly for the goal. On top of that, I think we were unlucky with some of the referee’s decisions because we scored a regular goal [by Lacazette].
"In football, when you don't win, you can only look at yourself. Last week [the 4-3 win against Leicester City] we conceded two goals on corners.
"They only had three shots on goal, so I don't feel that we defended that badly. On set-pieces, yes.
"But here I would say that we can look at ourselves and we are 100 per cent guilty on the goal we conceded."