Chelsea humiliated Arsenal with a 6-0 victory in Wenger’s 1,000th game in charge for Arsenal, with three-goals conceded and a red card in the first 17 minutes ending the match as a contest before it really got going.
"Yes, of course it's one of the worst days (in my career)," the 64-year-old told the BBC. "It's over after 20 minutes and it's a long game after that. You don't prepare all week to experience that kind of experience."
"This defeat is my fault, I take full responsibility for it," he added. "I don't think there's too much need to talk about the mistakes we made. We got a good hiding today."
Wenger did not speak to the written press after the match though, with Arsenal telling reporters that an extended press conference from Chelsea boss Jose Mourinho meant the team bus had already left when it was Wenger's time to speak.
Mourinho for his part said that his side "destroyed" Arsenal.
The Portuguese said: "We came to kill and in 10 minutes we destroyed (them). Ten amazing minutes, no doubt this game was our game.
"After that, easy. Penalty, red card, 3-0. Easy. But my analysis of the game is about the 10 minutes.
"The penalty was a penalty and the red card was a red card. It's the kind of mistake that no referee wants to make."
There was controversy in the match when referee Andre Marriner mistakenly sent-off Kieran Gibbs after a handball by the diving Alex Oxlade-Chamberlain. Mourinho said he was an advocate of the fourth official having access to a screen to replay decisions.
He added: "It would be nice for the ref because he doesn't want to make that mistake, it would be nice also for the players that a little screen could say Chamberlain, not Gibbs."
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