Wenger on Monday had hit out at critics of him and his side following their FA Cup exit at home to Blackburn, but there was to be no redemption as the Germans were superior in every department.
"You have to give them credit for their class. In patches in the first half, it was a difference of quality in their display to ours," Wenger said. "Bayern were fully confident and we paid for it."
An early strike from midfielder Toni Kroos handed the Bundesliga leaders a crucial away goal, which was doubled when Thomas Muller stabbed home from close range.
Arsenal, with England forward Theo Walcott initially deployed as central striker, rallied briefly in the second half after they reduced the arrears with a header from Lukas Podolski against his former club.
However, after substitute Olivier Giroud fired a great chance straight at Bayern keeper Manuel Neuer from point-blank range, the Germans cut through the home side again on 77 minutes as Mario Mandzukic scrambled in a third to effectively end the contest, and almost certainly Arsenal's last faint hope of ending an eight-season trophy drought.
Wenger added: "At 2-0 it became very difficult, but we put in a good battle in the second half.
"It looked like we might come back to 2-2, but unfortunately conceded another goal, which was a big blow. From that moment on, you could see we might concede one more because we didn't keep our structure."
Wenger accepted it would be an almost impossible task to overall such a deficit.
"Let's not hide the truth: it will be extremely difficult against a team of that quality, they didn't play two finals in the last three years for nothing," he said. "We have to give our best and hope we have built our confidence up a bit more, because that belief will be needed."
Source: PA
Source: PA