An own goal by Manuel Amunia and goals from Wayne Rooney and Park Ji-sung sealed the win for United while Thomas Vermaelen pulled one back late on for the Gunners.
Wenger told Sky Sports: “We were poor defensively and offensively and when that happens you cannot win a big game.
“We never looked like we had cohesion in the team and at the end of the day we were punished.
“We made too many individual errors and it was a massive disappointment for us.
“But we have to stick together, recover and prepare well for the next game.”
He added: “We were poor and we know we can do much better than that. We have to have time to analyse it.
“We are conscious that we didn’t produce the standard of play today that was expected of us.”
Wenger added on their clash with Chelsea next Sunday: “It is our job not to feel sorry for ourselves. It will be a good opportunity to prove that we are united and strong.
“We want to deliver a good performance and victory usually comes with performances. Today were completely off the mark, so let’s focus on being at our level.”
