The Gunners dominated and created a number of clear chances.

However a combination of great goalkeeping from Robert Green and wayward finishing made them pay.

Bobby Zamora lobbed in a fine effort during first-half stoppage time for Hammers.

It was a similar story following the restart, when despite throwing everything forward, the goal just would not come for Arsenal.

Wenger said: "We should have scored 10 and in the end we lost 1-0, so it is very difficult to understand how it happened.

"I can never remember a game like that. It was one-way traffic from the first minute to the last.

"We missed early chances, especially one against one with the keeper and then there was always more pressure on the next one to finish it off.

"In the end, they scored one which looked to me offside.

"It is very difficult to find a logical explanation to our defeat today because we produced the performance I expected.

"That is a little bit of the disease we have shown all season - creating, creating, creating, and not finishing."

Wenger added: "When you lose a game like that you are tempted to blame the players who missed the chances, but we just have to keep going and not put too much pressure on the players who missed.

"Maybe when they scored the first, we would have scored six.

"West Ham were there for the taking today and we could not manage to do it.

"That is part of football, when you do not take advantages of the chances you have early in the game, it can become a problem."

The defeat was a third in a row for the Gunners, who now face a battle to secure at least fourth place in the Barclays Premiership.

Arsenal head to Newcastle on Easter Monday, where Wenger knows there can be no further margin for error.

He said: "For me it [fourth place] was in danger before this game. It is important to keep the focus.

"I think we will make it, but we have not got to waste any points now."

Some sections of the Emirates crowd jeered the team off at half-time.

Wenger reflected: "The players gave absolutely everything and it is part of our job to deal with the frustrations of the fans.

"We have to make sure we give everything we can, and on this side the team deserves a lot of credit but of course the fans want us to win the game.

"When they see you lose a game like that, they are frustrated and that is normal."

West Ham have now secured three straight Premiership wins to claw themselves within two points of Sheffield United and Charlton, who are now out of the drop zone in 17th place.

With a trip to Bramall Lane next weekend, manager Alan Curbishley knows there is all to play for.

"We are in the results business and I have been saying for the last couple of weeks we need to win the majority of our games - and we still need to do that," said Curbishley.

"We came here today full of confidence, and in the first 10 minutes they got going, which we have seen so many times from them, but they did not get their goal.

"We gave ourselves something to hold on to. They had plenty of chances, but it was not as if they missed them because Robert Green saved them or one of the defenders blocked them.

"We needed the points, have got them now and it makes things a lot more interesting.

"I would like to think this is a start of a run for us. We now live to go to the bigger game next week against Sheffield United.

"They and Wigan have been dragged back into it now, and we still have to play both."

Hammers keeper Green was clapped into the visitors dressing room.

Curbishley said: "When you play anyone in the top four you need your goalkeeper to get 10 out of 10, perhaps 12 out of 10 - and that is what Greeny has done today.

"It was a fantastic display and gives us great hope for the run-in."