Asked whether he would consider his future, Wenger said: "No, because I feel this [defeat] was under very special circumstances. It is terribly painful, but you cannot compare pain. You have pain and that is it.
"But of course it hurts. It is humiliating, but you could see in the second half that we hadn't recovered physically from our games, especially Wednesday night (against Udinese)."
Wenger admitted that the Gunners were short in several areas.
"We had eight players out, but United had class and they punished us. When we finished with 10 men, we were exhausted. We have too many players who missed this game. Yes, we do not have the squad to compete with so many players out, but at the moment we have not found the solution to our problem from the outside," Wenger was quoted as saying by The Daily Telegraph.
Arsenal manager insisted he will continue his search for new players over the next 72 hours.
"If we find the right players, we will sign them," Wenger said. "We have the money. If we find players who can strengthen our team, we will do it, but we have 20 people working on it and if we do not do it, it's because we cannot find them. It's difficult to find excuses after a game like that, but wages-wise, of course we are behind the other teams."
Asked if his recruitment policy was wrong, Wenger said: "I am in a public job and I have to accept that, but I try to make the right decisions for the club and I will continue to do that. The players we have sold are also players I have brought to the club. In my 15 years at the club, you will see I have bought some good players.
"We have played three games in the championship, but you should give me more time to see if I have completely got it wrong. I feel tonight that although we were poor defensively we had patches of quality and we collapsed more physically than anything else today."
Arsene Wenger vows to fight on
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