Chelsea defeated Arsenal 2-0 on Sunday, getting goals from Eden Hazard and Diego Costa.
"It was a very even game I think, where in moments we were a bit unlucky sometimes,'' Wenger, who almost came to blows with Jose Mourinho on the sidelines during the game, told a news conference.
"As well, at the end of the day, they have a financial power and they used it in a very efficient way when they had the chances.
"Their individual players who can make the difference made the difference -- Hazard and Costa."
Arsenal most notably acquired Alexis Sánchez and Danny Welbeck this past summer, but failed to sign a defensive midfielder.