Celtic manager Tony Mowbray admitted that the penalty was not a key factor in the overall result.
"The referee has given it. But, if the TV pictures show it should not have been given, so be it," he said.
"Over the two legs, Arsenal had more quality and deserved to go through."
The result and performance against Celtic delighted Wenger, who felt it was the perfect preparation for Saturday's Premier League trip to Manchester United.
"We are now in the top, top league in Europe, with all the big names," he said. "Our team here was an average age of 23.9 years. That means if we can get out of the group stage, then in six months we can be even stronger.
"That is what we want to focus on, to continue to improve our team play, the speed of our game and show that we have made big improvements come Saturday. I am happy to go to Old Trafford because it is the first big, big test.
"You want always to have a high level of confidence when you go to Old Trafford, we have that at the moment. For us, it is most important to recover physically because Manchester United did not play in the League Cup tonight."
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