Michy Batshuayi scored twice after Willian opened scoring at the Bird’s Nest Stadium in Beijing, China.
Wenger, who was forced to play a relatively youthful side, said the two weeks of intense preparation was beginning to take its toll on his squad.
He said: “I tried to play a mixture of regular players and young players. We were less mature than Chelsea. We looked a bit jaded tonight.”
Arsenal’s next games will be in the Emirates Cup this weekend.