There was 10 minutes of injury time after Reds defender Jamie Carragher needed lengthy treatment, during which Robin van Persie scored from the spot only for Dirk Kuyt to follow suit at the other end.
Wenger also did not believe Liverpool`s penalty should have been awarded after Emmanuel Eboue was adjudged to have pushed Lucas.
He said: "It was a game where Liverpool defended a lot. I feel hard done by in the end because the time was over by three minutes.
"But you have to take it and you continue to fight. Extra time was eight minutes.
"Lucas played in an intelligent way. He stopped his run and the referee saw penalty, but what can you do about it?"
Source: PA
Source: PA