The Latics, fresh from their victory over league leaders Manchester United at the DW Stadium last week, took the lead after just seven minutes when Franco di Santo finished off a sweeping break from an Arsenal corner.
Jordi Gomez then added a second just a minute later to put the visitors two up, before Thomas Vermaelen nodded home Tomas Rosicky’s cross to halve their lead.
Despite enjoying much of the possession after the break, the Gunners were unable to break down a resilient Wigan side, who battled hard to earn a vital three points in their bid to avoid relegation.
“I feel we were a bit unlucky tonight,” Wenger told Sky Sports. “We started well and we got caught on the break – we were down to 10 men when we conceded the second goal.
“After that, Wigan played well. [There] was a lot of possession from our side but we had to throw everything forward when we were two-nil down.
“I concede that we were not at our best tonight but it’s still very harsh to lose the game like that.
“In the second half I felt we lost cohesion. It was too much individual and not enough collective. I felt we should be in front at half-time but in the second half we didn’t create a lot because we were not patient enough to build our game from the back.”
Meanwhile, Wigan boss Roberto Martinez could not hide his delight at the result, which moved his side up into 16th place and five points above the relegation zone with four games left to play.
“I’m so so satisfied because that wasn’t an accident,” Martinez said.
“In eight days, to have to play Chelsea, Manchester United and Arsenal is such a big task, but today in the manner that we coped physically and tactically, everyone at Wigan Athletic should be very proud.”
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