The celebrated Frenchman, who joined the Gunners from Japanese club Nagoya Grampus Eight 18 years ago, has been widely praised for revolutionising "boring boring" Arsenal and overseeing one of the most successful periods in the club's history.
What was meant to be a day of celebration for Wenger, however, very quickly turned into a nightmare as his side were completely dominated by a rampant Chelsea side at Stamford Bridge.
"Yes, of course it's one of the worst days (in my career)," the 64-year-old told the BBC. "It's over after 20 minutes and it's a long game after that. You don't prepare all week to experience that kind of experience."
Wenger cut a disconsolate figure on the sidelines and failed to attend his post-match news conference, though he did defend his team.
"This defeat is my fault, I take full responsibility for it," he added. "I don't think there's too much need to talk about the mistakes we made. We got a good hiding today."
So impressive against the lesser teams, Arsenal's problem this season has been against the other sides in the top four.
The Gunners have now conceded 17 goals in trips to Manchester City, Liverpool and Chelsea, the same number they have let in in their other 27 league games this season.
The performance at Stamford Bridge was littered with mistakes which led to a number of Chelsea's goals but Wenger was reluctant to dwell on his side's inadequacies.
"It's how we respond now on Tuesday night (against Swansea) and the best way is not to explain too much the mistakes," he added.
Arsenal now sit seven points behind Chelsea having played one game fewer and their title chase looks forlorn. Their best hope of a first trophy for nine years lies in the FA Cup where they face a semi-final against holders Wigan Athletic next month.
(Editing by Ed Osmond)