Wenger said: 'The referee gave a lot of free-kicks today, and some much less than the Coquelin one. It's frustrating.
'It doesn't mean we should have conceded the goal but, in the big games, these decisions have big implications.'
Admitting he was 'surprised' Atkinson did not send off Szczesny after penalising him for a last-man foul, Wenger added: 'He could have given Ramires a yellow card as well.'
However, Wenger refused to absolve his players from blame for the defeat, the second league game in succession in which they were made to pay for a slow start after last weekend's loss to Emirates Marketing Project.
'We had a similar start to Emirates Marketing Project last week, didn't defend too well and gave them too much incentive,' he said.
'We didn't play well in the first half, but we were much more dangerous in the second half, with a different attitude.
'Unfortunately we didn't make enough of our corners, free-kicks and the chances we created. That's why we lost the game.
'It's very damaging for our position in the league and difficult to swallow.'
Wenger added: 'The table is the table. We have lost two big games in the last week, and that's very damaging for us.
'We cannot afford to drop points any more if we want to be in the top four.'
The Gunners were all over the place at the back in the first half today, although they might easily have snatched a point after Theo Walcott pulled a goal back after the break.
Admitting Arsenal's problems were both physical and psychological, Wenger added: 'The team has fantastic quality and spirit, but we come into the game when we're 2-0 down. At the moment, that's worrying.
'In the big games, once you start 2-0 down it's very difficult.
'I feel we were not well positioned on the pitch. We were stretched, gave them too much room to play and didn't defend tightly enough.
'We were always allowing them to play wherever they wanted.'
