Arsenal led the Premier League until the middle of January but their form since and the goalless draw at the Stadium of Light means it is impossible for Wenger and his side to be crowned kings of England.
That stretches the run without a title to 12 years and Wenger said: “It is frustrating. We play to win the title. The fact we do not win it is frustrating, like it is for many other teams.”
On his side's push to qualify for a Champions League place -they sit five points ahead of Manchester United having played a game more -he said: “Of course I'm worried.
“We care about that and we worry about it. It's a fight. There are two leagues, the teams taking it easier and then you have the teams who are at the front and the teams who are fighting to not go down.
“Yes, it was frustrating. In the second half we dropped physically and the game became more tight. Both teams had chances.
“In the first half we should have taken a lead into the dressing room. They made it difficult for us but I felt a team like Sunderland is ready to fight for their lives. They will never give up, but they started with anxiety and we had to take advantage of that. We couldn't do that.
“There is anxiety in front of goal. At the moment Olivier (Giroud) cannot score and you feel he's not at the same level of confidence. You go through spates of that. We have to support him and give him the confidence.”
Both Arsenal and Sunderland were denied penalties by Mike Dean and Wenger said: “I wouldn't have gave any of them. The players were too close to the guys who took the shot.
There was no intention to play the ball. The referee did well on that.”
The Sunderland manager Sam Allardyce did not agree.
“The ref should have given us a penalty,” he said. “Blatant. Obvious. He turns his back and sticks his arms out, when you're trying to block a shot you're not supposed to turn your back.
It stopped a certain goal. 100 per cent a penalty.
“That's not to say we could have won it but we would have liked it. Arsenal may have come back but I'm pleased with level of performance given the pressure we are under. I'm glad we overcame our nerves.
“I'd say I'm slightly disappointed we haven't taken all three on the overall performance.
“I'd have been happy with a point before the game but on our change of slight tactics which allowed us to create more and more, [I'm] disappointed we didn't get the goal to pinch it.
That would have been huge.
“A clean sheet and a very good point. For the first time in many months we are out of the bottom three and hopefully it will be a big psychological boost for the players. It is in our hands now.” – The Independent
Original source: Wenger frustrated by latest title failure