With the last-16 tie all-but sewn up after the Bundesliga champions ran out 5-1 winners in Germany last month, the pressure on Wenger has intensified after his 10 men lost by the same margin on Tuesday night - the biggest aggregate loss for an English club in the Champions League.
Theo Walcott had put the Gunners ahead before he was denied a strong penalty claim and then, after the break, Laurent Koscielny was sent off for bringing down Robert Lewandowski in the box.
The Polish forward converted the penalty before Bayern ran riot, with Arjen Robben, Douglas Costa and a brace from Arturo Vidal securing another emphatic win for Carlo Ancelotti's men.
But, with his future once again under the microscope, Wenger insisted the referee had "killed" Arsenal's chances of achieving the improbable and overturning the first-leg hammering.
"I would say that we really put Bayern under pressure and that we were really unlucky tonight because it was 100 per cent a penalty in the first half after the foul on Walcott," he said.
"In the second half, the referee killed the game
After that, it was very difficult but the referee was very, very powerful for Bayern tonight
At that moment in the game, not only was it not a penalty, but Lewandowski was offside.
"Overall I must say that Bayern are a good side, but tonight they can also say thank you to the decisions of the referee in the second half.
"It leaves me very angry, very frustrated and, because we are in a difficult period, it hurts even more
It's absolutely unexplainable and scandalous.
"We have to take it on the chin and I have to stand up for it, and I will take a lot of criticism, but it doesn't change my mind
We have to deal with these kinds of situations in this game but that doesn't make them right."
This was Arsenal's fifth defeat in seven games and another capitulation, as well as Arsenal's biggest home defeat since 1998, was not what Wenger needed on a night which started with some 200 supporters marching to the Emirates Stadium in protest against the Frenchman.
But Wenger again dodged questions on whether he intends to stay beyond the end of the season and believes Arsenal remain in a strong position going forward despite their embarrassing exit from Europe.
"I'm here to speak about football, not about my future," he said.
Asked what needed to change, he replied: "What needs to change at this club? What do you mean by that?
"I think this club is in great shape but we're just going through a very difficult situation at the moment
What needs to change is the result in the next game."
Ancelotti said the result did not reflect the effort his side had to put in over the two legs to advance to the last eight.
"The game was difficult until the penalty," he said.
"We were very open
It is strange to win (by such a margin) it was more difficult than it seemed
The result doesn't reflect what happened."
Source : PA