The Gunners looked set to beat the Dutch side but they conceded a late goal in the Champions League game.
Wenger told Sky Sports: “We feel frustrated because we felt superior to this team.
“We had a good performance and couldn’t take advantage of our chances. And in the final minute we got caught. That’s the Champions League.
“You need focus for 93 minutes. We made maybe one mistake and we paid for it.
“We had the opportunity just before to score the second goal but got caught offside.
“Then we had the ball in the box. Away from home sometimes you get these kind of goals.”
