But the worry for Wenger must be that Roma surely cannot be this bad again. On this evidence, Liverpool must have been laughing all the way to the bank last summer after receiving £4million for the woeful John Arne Riise.
Former Gunner Julio Baptista was poor and only did damage to Wenger when put into the context of the Frenchman's claims he had the talent to stay at Arsenal.
Daniele De Rossi's idiotic booking for scything down Samir Nasri rules him out of the return match, while Francesco Totti did not look match fit and even Philippe Mexes, one of Roma's better performers on the night, made a mistake that cost his side dearly.
Mexes tried to challenge Robin van Persie in the box but his angle of approach meant he could only tackle through his opponent to try to win the ball and he did just that.
The Dutchman dispatched the 37th-minute penalty emphatically enough and Arsenal were similarly dominant after half-time, despite beginning the second period with only nine men.
William Gallas had been receiving treatment and because Kolo Toure has a superstition that he must be the last to leave the dressing room, the pair only made the sidelines by the restart.
Toure bounded on with play in progress, only to receive one of the most comical bookings in Champions League history. He said: "I'm always the last one on the pitch. I didn't know I couldn't come on straight way."
Looking ahead to the return, Roma coach Luciano Spalletti said: "We have the same chances as Arsenal, maybe 49 per cent for us and 51 for Arsenal because they have the goal. In the second leg we should be completely different in everything compared to what we showed here."
But there is, of course, every likelihood that Arsenal can produce a similarly dominant display in the second leg, for which they could welcome back Eduardo and Emmanuel Adebayor.
"The next game will be interesting because they will throw more forward," said Wenger.
"We didn't concede a goal and it puts us in a position where we know we need to attack over there. If we score once that should be enough."
