Arsenal are also in danger of being overtaken by sixth-placed Everton, who moved to within two points with a 2-0 win over West Brom.
"We lacked always a bit of sharpness to take our chances and our passes weren't quick enough to give them real problems," said Wenger, whose Arsenal side have been involved in the Champions League each season over the last 10 years.
"I don't think it was a 0-0 game because both sides created chances, but we had weaknesses both defensively and offensively.
"Our goalscoring record has dried out over more than five games.
"There are plenty of reasons. One of them is certainly psychological, but overall it's hard to assess what is tactical, what is technical and what is psychological.
"The more I speak about it, the more there is a problem.
"I don't think it's about us only trying to score the perfect goal - the perfect goal is only when the ball touches the net."
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