Darren Bent scored the winner for Sunderland as the Gunners failed to score for the first time this season.
“It’s a big disappointment, basically because we were not at our level,” Wenger told Sky Sports after the match.
“I feel that some players struggled really to prepare properly, mentally for a game like that because you know after an international break it’s how well and how quickly the team can focus again.”
“The international break doesn’t help but it’s down to us, as a team, to focus quickly again and to show that quality,” he continued.
“(To win the) championship (you need) to be capable, every time, to turn up as close as possible to your best in a consistent way.
“When you cannot do that, you can lose games like that.”
He added: “It is a big setback because you do not prepare yourself to drop points in a situation like that.
“It’s not especially worrying, it’s frustrating, because I know we have the quality but it is frustrating when you see some performances today – that is very frustrating.”