Its reply, however, speaks volumes for the team. A 15 point lead at the top of the Bundesliga, a team with a record of 57 points from 22 games and a defense which had conceded in 450 minutes of football shows little sign of sulking.
Add to that the staggering run of away form which had seen Jupp Heynckes team win 10 out of its past 11 away games and it was obvious to see why Arsenal was up against it.
Fresh from Wenger's outburst at the press conference Tuesday and its shock FA Cup defeat by second-tier Blackburn last Saturday, Arsenal began confidently.
At least it did for the first six minutes. Then it all went downhill.
Germany international Tony Kroos was afforded time and space and duly took advantage, lashing home his fifth Champions League goal and giving Bayern the perfect start.
That strike tore through the already fragile confidence of an Arsenal side which looked decisively anaemic.
While Arsenal struggled, Bayern appeared to be cut from a different cloth.
The Germans swarmed around the pitch, every pass tailor made as it unpicked the stitching in Arsenal's defense with ease.
It took just 21 minutes to leave Arsenal's dream of qualification ripped to shreds as Bayern strengthened its grip on the contest.
Goalkeeper Wojciech Szczesny could only parry Daniel van Buyten's near-post header and Thomas Muller was on hand to smash the ball into the roof of the net.
The interval brought respite from the jeers which greeted the halftime whistle and gave a chance for Arsenal to regroup.
And regroup it did. Suddenly it awoke from its nerve induced coma and began to show glimpses of what its fans so badly crave.
That fleet of foot, that crisp passing with the wonderfully talented Jack Wilshere trying to thread those "eye of the needle" passes to finally find a way through the Bayern defense.
In the end, it took some luck and an uncharacteristic piece of poor defending which allowed the home side back into the game.
A corner was awarded when it shouldn't have been and Lukas Podolski ensured his side made the most of its good fortune, heading home against his former club to reduce the deficit.
Now it was Arsenal which began to grow and only a wonderful reaction save from Manuel Neuer denied substitute Olivier Giroud an equalizer.
It proved to be a crucial moment as with 13 minutes remaining, Mario Mandzukic bundled home Philipp Lahm's cross to all but end Arsenal's hope of making the quarterfinal.
Bayern, which is unbeaten in 19 games since losing to Bayer Leverkusen on October 28 last year, will now expect to finish the job on March 13 in Munich.
"We expected a very big start from Arsenal here at home with the fans behind them," Bayern's Arjen Robben told ITV.
"I know from my time in England and we warned all of the players we have to be there from the first minute because there will be a storm going here at the Emirates Stadium.
"I think we did very well and of course if you score two goals you're in a great position."
Based on past results in the competition, Arsenal has just a 2.2% chance of progressing to the next stage -- but in Wilshere it has one player with great heart and determination.
It is little surprise that Barcelona's players are already beginning to voice their admiration of the midfielder in a similar way they did during the pursuit of Cesc Fabregas.
For now Wilshere remains at Arsenal and fully focused on the task in hand.
"In the second half, we stepped it up and it's unfortunate we didn't do that in the first half," Wilshere told ITV.