The Blues battled to a goalless draw at the Emirates Stadium on Sunday afternoon to take a step closer to the title, which they can secure later this week with victories over Leicester and then Crystal Palace.
Despite a superb run of form in the second half of the campaign, Arsenal are still some 10 points behind the leaders, paying a heavy price for their slow start which returned just two victories from the first eight league matches.
Former Gunners captain Thierry Henry used his post-match media pundit role to speak about the need to "buy four players" in the summer to improve the "spine" of the team.
Wenger, however, is confident his squad have what it takes to bridge that gap next season.
"Overall the team were at their top level again and we are a bit frustrated because we always score here (at the Emirates Stadium)
Not to score means you go home and think, 'What happened?'," Wenger said on Arsenal Player.
"Do we put that down to the quality of Chelsea's defending? Do we put that down to the fact that we lacked a bit of sharpness in the final third? Maybe both.
"You could see that (there is) not a lot (between the teams).
"We missed the first part of the season - after six games we had one win and Chelsea were already five or six points in front, that played a big part in the run-in."
Arsenal are in third place following Manchester City's win over Aston Villa on Saturday, but do hold a match in hand.
The Gunners are not in action again until the trip to Hull on Bank Holiday Monday.
Defender Per Mertesacker believes Arsenal must not lose focus between now and the end of the campaign, which will finish with the FA Cup final against Villa at Wembley on May 30.
"We need to keep going, there is no room to sit back now, we need to fight until the end," the German defender said.
"We have an extended week (after the season) with the FA Cup final so we need to stay sharp.
"We are on a good unbeaten run, so let's keep going like that, then we will finish really strong."
With Arsenal's injury crisis easing, Wenger was able to select a strong bench against Chelsea, which included the likes of England trio Danny Welbeck, Theo Walcott and Jack Wilshere.
Captain Mikel Arteta, meanwhile, is targeting a return to action for the final couple of matches having been out since the end of November following a calf injury and then an ankle problem
"I need to train more with the team, get my confidence and build it up," he said
"My aim now is to train with the team for another week or two and then be able to say to the boss 'okay, I'm ready now if you want to pick me.'"
Arteta, who is out of contract in the summer, added in his programme notes: "It has been a frustrating time for me, but I would love to be able to finish the season by lifting a trophy, of course."
Source : PA
Source: PA