كتب : Sherif Tarek
The Gunners could have won by a larger margin, but they were unable to apply the finishing touch on more than one occasion.
Even though he voiced his disgruntlement with Arsenal's wastefulness, Wenger said he's happy with the narrow victory.
"That is the regret we have tonight. I am happy with our performance, but of course there was room to score more goals," Wenger said after the game.
"From tonight we know we can create chances. You never know what a good result is in the European Cup.
"One of the positives is we didn't concede a goal. It's put us in a position where we know we need to attack over there. If we score once that should be enough."
Holland ace Robin van Persie scored the game's sole goal upon converting a penalty-kick late in the first half.
Now a second leg goalless draw would be enough for the Premier League powerhouse to reach the next round.
Hope
Roma boss Luciano Spalletti still holds out hope to reach the quarter-finals, despite losing in Tuesday's showdown.
"I'm convinced in the second match it will be different," he told Sky Italia.
"In the first half we weren't very good, but in the second one we have been much better, and this gives me hope for the second leg game.
"At the beginning we haven't been able to keep the ball, a thing Arsenal did in a good way.
"The second half showed us what we will have to do at Stadio Olimpico in the next match.
"When (David) Pizarro came on things changed and he proved to be an important pawn for us. We must try to play with the ball on the ground."