The Gunners needed only a point from their trip to Naples to be sure of seeding for the knockout stage, but after their 2-0 defeat at the Stadio San Paolo on Wednesday night coupled with a late winner for Dortmund in Marseille, they are now likely to face one of Europe's leading sides such as Barcelona, Bayern Munich, Real Madrid or Paris St Germain in Monday's draw.
Wenger, though, believes there is no point in worrying about what might happen at the start of 2014, by when he wants their domestic challenge to remain on course.
"To finish second makes the potential draw more difficult, in the last four or five years we have had very difficult draws, so maybe this time we will be more lucky," he said.
"That is the frustration (not winning the group), because you feel there was room to do better, but it could have been worse as well.
"Of course to finish second makes the potential draw more difficult. For now we have a little breather to focus on the championship.
"We have done our job now we will give absolutely everything on Saturday morning."
Wenger added: "We will see what comes out of the draw and will assess that in February, because a lot can change on both sides, on us and the team we play against, so we need to put that to the back of our minds now and focus on the championship."
Gonzalo Higuain, who was a summer transfer target for Arsenal, slotted home on 73 minutes to finally break Arsenal's determined resistance and after Mikel Arteta was shown a second yellow card, it was always going to be an uphill battle to get back into the tie.
Jose Callejon chipped in a second during stoppage-time, but it was not enough and Rafa Benitez's men must now regroup for the Europa League.
"We prepared well and were concentrated, but we were a bit in between do we attack or do we defend, so it is difficult to cope with that problem," said Wenger.
"In the second half, I felt that our legs went a little bit and Napoli were sharper physically than us."
Wenger feels Napoli will be a force in the Europa League, which is a competition Benitez won when in charge at Chelsea last season.
"They have the quality to win it Napoli, but there are some English teams they will have to fight against as well," Wenger said.
Benitez, meanwhile, feels his side can take heart from their performances in Europe, where they have become the first side with 12 points unable to get through from the group stage.
"Mentally we can come stronger from this game, because we showed quality and determination," he said.
"I feel my team is doing well and we are progressing in the right way.
"The Europa League will be in two months now, so there is time to concentrate on that."
Benitez claimed the Champions League crown while at Liverpool in 2005, and feels Arsenal can make an impact in this season's competition.
"We talk about teams like Bayern Munich, Paris St Germain, Barcelona, there are a lot of teams who can do very well and for me, Arsenal are one of the candidates who can be there at the end," the Spaniard said.