It's not been possible to write off Arsenal's prospects so early under the manager.
Antonio Conte defended Chelsea striker Alvaro Morata after the Spaniard missed three one-on-one chances which cost his side victory over Arsenal in the Premier League on Wednesday.
After a 0-0 first half, Arsenal broke the deadlock through Jack Wilshere on 63 minutes before Eden Hazard hit back for Chelsea from the penalty spot on 67 minutes.
FA bosses have asked the 68-year-old to provide "observations" of events over the past week, and Wenger does not intend to backtrack on the comments made in the heat of the moment.
"I knew before the game that the last 20 minutes could be hard for us because we have a big disadvantage with the schedule", Wenger said, referencing having to play on Sunday while Chelsea enjoyed a further day's rest.
Bellerin's late strike prevented Chelsea from reclaiming second pace from Manchester United.
"I don't know... maybe I would've gone home and commit (sic) suicide tonight", Wenger jokingly told journalists at the post-match press briefing.
The 68-year-old Frenchman is already facing a punishment from the Football Association for his comments and conduct around the referee's changing room following Sunday's 1-1 draw at West Bromwich.
The Arsenal manager has said he intends to appeal against the separate FA charge relating to his behaviour after last weekend's 1-1 draw at West Brom, when defender Calum Chambers was penalised by referee Mike Dean for a handball.
"It was non-stop football, running up and down", said Bellerin.More news: Mega Millions jackpot reaches $363 million