Wenger is leaving Arsenal at the end of the season, with the club yet to name a replacement.
"Of course it feels like an opportunity missed", Wenger told BT Sport.
Former Manchester United captain and midfield enforcer Roy Keane loves having a pop at underperforming players and teams with Arsenal usually right up at the top of his hit list.
The Gunners played with an extra man for over 80 minutes at the Emirates Stadium, with Sime Vrsaljko's early red card handing them the initiative.
"I hope he has a good reaction - if not good then not bad at all, and from our club he is going to feel the respect we have".
Wenger truly changed the English game with his tactics and philosophies, and we wouldn't be seeing the football we do now if it wasn't for him. "A little mistake by the opponent and a goal, we know how to take advantage of errors".
The hosts seemed to be running out of ideas as the second half began in a similar way to the first, but the deadlock was finally broken just after the hour as Lacazette rose high to head home Wilshere's looping cross.
Griezmann outmuscled French global team-mate Laurent Koscielny and then benefited from a slip by Shkodran Mustafi after his initial effort had been saved by David Ospina to prod his 27th goal of the season into the roof of the net.
Atletico Madrid are unbeaten at home in La Liga this season, although they were beaten in the Wanda Metropolitano by Chelsea in the Champions League group stage and by Sevilla in the Copa del Rey.
"Once we were 1-0 up the task was clear for us: not to be caught on the long ball".
"To be honest it was 90 minutes in which my body was full of strong emotions, these players are basically heroes". Atletico have reached the Champions League final twice in the last four years and won the Europa League in 2010 and 2012. Before I play matches, especially worldwide matches, I spend a lot of time analysing the opposition I don't know as well.
"Now we have a nice home return at home and hopefully our fans can help us to go through", he said.
One thing for sure is he will not be getting too emotional. "If I get a good reception I will take it".
Dave: If ever there was a match which showed the results of Arsenal's gradual decline over the last few years, that was it. New regime can't come soon enough.
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