Having beaten the German champions a fortnight ago in London and with only goal difference keeping them off the top of the Premier League, Arsenal would have fancied getting a result at the Allianz Arena.
The club had not lost on their previous two visits but were thoroughly outclassed as Bayern secured a 5-1 victory that leaves their Champions League hopes in a precarious position.
Costly defeats to Dynamo Zagreb and Olympiakos mean a result for the latter in Munich next time out would see Wenger’s men knocked out – even if they win their final two Group F matches.
And the Frenchman knows his team need to up their game to remain in Europe and keep their title tilt on track, with a North London derby at home to Tottenham Hotspur coming up on Sunday.
“We were extremely poor defensively and were not at the races,” he conceded.
“The funny thing was that when we went forward every time we looked like we could create chances but with a defensive performance like that you are going nowhere.
“No matter how many we have, we have to give it all for a chance to qualify. We now focus on the championship on Sunday and turn up with a different performance, we are in a strong position in the league but if we play like we did today we are going nowhere.”
Things started badly on Wednesday as Laurent Koscielny was ruled out late on with a hip problem.
His replacement Gabriel Paulista was culpable of playing Robert Lewandowski onside to allow the in-form Poland international to open the scoring.
A Thomas Muller double and strikes from David Alaba and Arjen Robben, who scored within a minute of coming off the bench, proved more than enough to beat an abject Arsenal side who pulled one back courtesy of a superb Olivier Giroud volley.
“There is still a chance to qualify,” Wenger added.
“There is a small chance but it is a real one. But we have to realise with the kind of performance we have today that our chance is at a minimum.”
Although Arsenal are now reliant on others to seal their feat, Bayern coach Pep Guardiola insists his side will be looking for a win against Olympiakos to sew up top spot.
“You make this question to a coach and a club then you have to know it is impossible to not try and win the game,’’ he said when asked if he could assure Arsenal the group leaders will not settle for a draw.
“Arsenal fans need to be calm. The players are going to go and try to win against Olympiakos, we might not be able to do that but not because we weren’t fighting but we want to be first in the group.”
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