The Gunners blew a chance to take a major step towards securing Champions League qualification for a remarkable 19th successive season after being held at home by London rivals Palace at the Emirates Stadium on Sunday.
Arsenal led via Alexis Sanchez's header in first-half stoppage time and dominated throughout before Yannick Bolasie's equaliser in the 81st minute ensured the home side were greeted with a chorus of boos come the final whistle.
Sunday's result ended Arsenal's already-slim hopes of winning the title and veteran Gunners boss Wenger said: "We are too disappointed to think about the league, we have to think about the Champions League and fight to be in the Champions League.
"I'm not in that kind of mood to dream about the championship but I need to repair mental damage and prepare for the next game to come against West Brom on Thursday," the Frenchman added. "You have to do that rather than look behind us.
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Against Palace, it was a familiarly depressing story for Arsenal, who dominated but still dropped two points.
Sanchez headed home Danny Welbeck's pass on the strike of half-time against a Palace side content to sit back and defend deep. But chances went begging for Arsenal before Bolasie hit the hosts on the break nine minutes from time.
"We usually create a high number of chances. We lacked a change of pace, sharpness and they defended well," Wenger said.
"I'm responsible and I'm frustrated. We will see where we stand at the end of the season so we must stick together."
Palace are all but safe from the threat of relegation and manager Alan Pardew now hopes his players give him a selection dilemma at Manchester United on Wednesday before Saturday's FA Cup semi-final with Watford.
"There will be changes," Pardew said. "I want to give people the chance to play in that semi-final.
"That period before our recent game with West Ham and I think the Cup run was affecting our focus, work rate, commitment -- and that's what Palace is about.
"We have renewed confidence in our defence and goalkeeper (Wayne Hennessey). We need momentum to go to big game likes Old Trafford and Wembley."
Pardew added: "We are a mid-table team and we need to prove that. We need to get ourselves up there and there's this big game for the club and our fans at Wembley.