In fact, question marks over Wenger's future have never been stronger than at the moment.
As the game entered injury time, Madrid substitute Alvaro Morata was able to add insult to injury.
Cristiano Ronaldo and Gareth Bale have been recalled to the Real Madrid starting lineup for the second leg of their Champions League last 16 clash with Napoli this evening.
Theirs was presumably a protest about away ticket prices for the game, while for Arsenal fans the grievances are far deeper-rooted: 13 years without a league title and a sense that the club has stagnated over the past decade.
"If we start as motivated in every game, with the quality we have, it is nearly impossible for us to lose", the Brazilian told BeIN Sports.
In the Champions League this season, they leaked a goal inside the first 20 minutes against PSG (twice), Ludogorets and Bayern.
He warned his team they could not afford a single lapse in concentration, pointing to Saturday's 2-1 win at AS Roma when Napoli dominated the match but still had to cling on at the end. Real Madrid defeated Eibar 4-1 and Napoli beat Roma in a close encounter.
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The Wales worldwide has gone on to become the most successful British import to La Liga of all time, winning five trophies including two Champions Leagues and the Copa del Rey and scoring 67 goals in 143 games.
Cristiano Ronaldo almost leveled the playing field moments later, but after rounding Pepe Reina the superstar was denied by the woodwork.
They repeatedly carved open Real's defence with quick, clever angled passing and superb running off the ball. What the stats imply is that on paper, the team works much harder when one, two or all three forwards are not present at the same time. He even put his side's odds at 3%. "The squad will have to play the way we know how".
Their 3-1 victory at the Bernabeu meant Napoli faced a very hard task back in Italy.
The Madrid manager left a host of other first-team regulars on the bench at Eibar.
He's had just three starts by having been given his chance recently he's grabbed it with both hands and with confidence flowing, 7/2 about the lively attacking midfielder scoring at any time may turn out to be a good thing.