Arsene Wenger says Arsenal pay price for attacking game, but he won't change

Arsenal's Arsene Wenger shows his frustration as his side slipped to a damaging defeat against Olympiakos.

Arsene Wenger has said he will not set up Arsenal to play more defensively despite admitting that his attacking instincts may have contributed to the team's two Champions League defeats.

Tuesday night's 3-2 loss at home to Olympiakos, coming after a 2-1 defeat at Dinamo Zagreb in Arsenal's first group match, was an unexpected embarrassment, and Wenger believes the football he encourages his side to play leaves them at risk of such reverses against defensive sides who are strong on the counterattack.

"It's worrying because when you accept to take the initiative in the game, you also have to accept that you can lose it," the manager said. "They came to defend, to play with 11 players behind the ball and we lost the game, but that can happen and also to other teams. We have to take the initiative and be better on defending – that's where we are guilty.

"If you play offensive football and you lose everybody kills you. But if you sit for 10 games with a team which refuses to play then you will fall asleep and everybody says: 'Why don't you attack?' When you don't win the games you are wrong, you have to accept that. When Barcelona win the European Cup and attack from everywhere, we say: 'Oh, what a fantastic game, it's absolutely marvellous.' But if you attack and you lose the game then everybody says: 'You're naive.' And it is true. I don't think you can explain the fact that we lost the two games in the Champions League by [us] being inferior. We've played two teams who accepted our superiority at the start, but I think you want teams to go forward."

On Sunday he will face a different threat, at home to a Manchester United side who have scored 15 goals in six games since Anthony Martial signed for £36m at the end of the summer transfer window. "They are a team who likes more to go forward more than Olympiakos," he said. "I think the way [English] teams are structured and the way the Premier League is structured, you want to see people attack. It's part of the success of the Premier League."

Wenger insists the defeat by Olympiakos will not destroy the confidence of a side who have won four of their past five league games, most recently triumphing over previously unbeaten Leicester, 5-2 at the King Power Stadium last Saturday. "We had a disappointment in the Champions League, we have to analyse it well," he said. "It was disappointing to lose, but overall every competition is different, you have to go in a different competition in a different state of mind. I don't see why we should be absolutely down. We are on the back of three or four good results in the Premier League, and we have to be inspired by what we did at Leicester."

Given that Wenger has guided Arsenal to the Champions League in 18 consecutive seasons, having previously led Monaco to the semi-finals of Europe's premier competition in 1994 and to the Cup Winners' Cup final two years earlier, and that only two spells as manager of Holland have significantly interrupted Louis van Gaal's presence in the dugouts of elite European clubs over the past 25 years, it is curious that they had never come up against each other competitively until the Dutchman's arrival at Manchester United last summer.

"We know each other but we have no special relations," Wenger said, as he looked ahead to their first meeting of the season. "We are for 30 years in football at the top level, so we both know how much you have to suffer to get there. You know, it's like old warriors."

Wenger, who is nearly two years Van Gaal's senior and turns 66 this month, appeared very much the long-suffering old warrior in a testy, fractious press conference. It is less than two months since José Mourinho threatened to walk out of a media briefing during intense questioning over the Eva Carneiro affair, but if that made the Frenchman's threat to do likewise – prompted by a reminder of Mourinho's recent taunt that Wenger was the "only manager in this country not under pressure" – appear somehow unremarkable, it would be a distinctly false impression. Wenger makes such threats extremely rarely – seasoned Arsenal watchers thought it was at least a decade since he last did it – and for him to do so now reflects, perhaps, the pressure he is feeling.