Arsenal lost a tight encounter 1-0 despite a number of good chances falling their way.
“It is a game we could not afford to lose, which is why defeat is difficult to take,” Wenger said.
“Had we won the game the gap would have been six points and we have players coming back such as Jack Wilshere and Abou Diaby.
“At the moment we are too far behind and it will be difficult to close the gap on City now, but we will try.”