"We are very angry and disappointed but on the other hand we have to stay positive because we were two levels above and produced an outstanding game," said Wenger.
"Unfortunately we were not rewarded because we lack maturity and instead of being efficient we became a little too negative in the last 10 minutes. The potential is outstanding in the side but the result is down to inexperience.
"In football, nothing is inconceivable. We were a little unlucky as well but you have to produce the maximum with what you have on the pitch and we did not do that.
"My team produced an outstanding performance and deserved to win but maybe we wanted it too much and put ourselves under pressure rather than scoring goals five and six.
Jonathan Woodgate hugs David Bentley after his incredible strike
"What happened to us when we were leading 4-2 should never happen."
Spurs opened the scoring in the 13th minute with former Gunner David Bentley beating keeper Manuel Almunia with a superb 40-yard volley.
And Bentley was delighted that his wonder strike did not go to waste on a memorable night for the midfielder.
"I feel like superman, I could fly home," he said.
Jermaine Jenas, who scored Spurs' third goal, hailed the impact Redknapp had already made since his arrival.
"Harry is great motivationally," Jenas said.
"The lads have done him a favour by reacting to it. It showed complete team spirit and togetherness. We always believed.
"We just showed that never-give-in spirit. Any team who comes to the Emirates and gets a result has done well but given the circumstances, this is just brilliant."
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