Antonio Valencia and Jesse Lingard gave a 2-0 advantage to United inside 11 minutes after punishing defensive mistakes by Laurent Koscielny and Shkodran Mustafi. The Gunners came back fighting with a vengeance, putting 15 shots on target, but an extraordinary performance by David de Gea between the posts proved to be the difference between the two sides.
The Gunners came back in the early minutes of the second half as Aaron Ramsey teed up Alexandre Lacazette, who made no mistake in putting the ball into the net. However, it was all for nothing as Lingard sealed the game with a third goal, which put the result beyond doubt for the visitors.
When asked who he blames for the defeat, Wenger refused to put his players under the bus and stated that the buck stops with him.
"When the performance is of that quality, we have to be efficient. We are in this job to be efficient, you know. So I blame first myself," Wenger said, as quoted by the Independent. "The spirit of the players, the attitude and quality of our combinations were top class. But we have the experience to get better out of a game like that, you know.
"I take a lot of positives and I feel sorry for the players, that's why I'm angry. When you produce the quality of performance we produced, and we have lost games here against Man United where we didn't deserve anything. But tonight, what makes you angry is that you produce that performance and in the end you have nothing to show for it. That's very difficult to accept."
Wenger added that he wants his players to be angry at the result and push on from there.
"I believe the game today, it has to make us angry and even more determined. If I am a player, and I think with what we produced today, we have a huge potential, and we lose the game, we cannot accept that. That's what you want, the players have produced a quality performance," he added.