Kevin-Prince Boateng edged the Italian side ahead in the 15th minute with a sublime strike, before two goals by Robinho and a penalty from Zlatan Ibrahimovic put the last-16 tie beyond the Gunners, despite the return leg at The Emirates in three weeks’ time.
“Statistically it’s too big a deficit,” Wenger said. “We’ll try of course but the result is massive for them, very difficult to turn but we cannot do worse than tonight.
“A defeat can happen when you play well but defensively we were poor, we were never in the game and it is a big shock.
“It’s a big concern because we were in trouble with the same problem over the top, slow to read the game, slow to respond, and of course it was a big problem for us all night.”
Milan took the lead in style after 15 minutes when Boateng fired a superb strike past Wojciech Szczesny and in off the crossbar.
And former Manchester City striker Robinho doubled the Italian side’s advantage soon after when he nodded home following an excellent run from Ibrahimovic.
The Brazilian forward then capitalised on Thomas Vermaelen’s slip to grab his second of the night in the 49th minute to all but seal Milan’s place in the last eight.
And the impressive Ibrahimovic rounded off a perfect night for the Serie A leaders when Johan Djourou was penalised for fouling the striker inside the area, with the former Barcelona man placing his penalty past Szczesny.
“We didn’t have the best of games but you have to give credit to Milan,” Szczesny said after the game.
“They punished us on every occasion and scored some quality goals. They have some of the best attacking players in the world.
“When you’re playing against Ibrahimovic, he’s up there as the best striker we’ve playing against. They had quality up front and used it very well.
“We have to keep fighting, pick ourselves up, get the confidence back and challenge in the other competitions and in the second leg of this tie too.”
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