The north London side broke the deadlock in the second half through Alexis Sanchez, who finished a sweeping counter-attacking move.
We lacked spark and killing instinct to take that game on our side and win it
However, former Spurs midfielder Gylfi Sigurdsson levelled with a brilliant free-kick before substitute Bafetimbi Gomis netted a 78th-minute winner.
“We had the best chances. It is a place where it is always tight, Wenger told Sky Sports.
“When we were 1-0 up, we lacked spark and killing instinct to take that game on our side and win it.
“They didn’t give up. We lost some challenges and we couldn’t get the second goal.”
Wenger added that he wasn’t thinking about the ever-increasing gap between leaders Chelsea and Arsenal, which stands at 12 points.
“I worry that we concede the goals,” Wenger added.
“At the moment, we have different worries. We just lost a game that we feel we shouldn’t have lost.
“In a realistic world in football, you have to win the games you feel you can win.
“If you want to challenge for the title, you have to win the games you feel you can win.”
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