The under-pressure Frenchman said there were no excuses as the Gunners faced a seventh successive last-16 exit after their latest mauling.
Arsenal's manager Wenger had many questions to answer.
"I'm not anxious about him at all", he told the Independent.
"It's up to the players collectively to organise themselves and pull players back into midfield if they need to".
"Arsenal have completely disintegrated".
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"We have to win, ideally keep them to zero, so that we have a bit of a cushion for the second game in London".
"We are a ******g shambles", he posted. I think he realises, he seems so low. He will decide when the time is right but I feel that time is coming. Is it time for a change at the Arsenal helm? Bayern Munich are a team to beat in Europe.
"If we don't play better against Arsenal, it will be very hard".
"It is a shock of course to lose at that level".
Robben was a constant threat to the Arsenal defence, his performance crowned early on with one of his trademark goals.
Chile worldwide Alexis Sanchez levelled for Arsenal on 30 minutes, but Robert Lewandowski restored the home side's lead after 53 minutes.
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The wily New Zealander is unsurprisingly keeping his cards close to his chest over selection after two rounds of the Six Nations. New Zealand Rugby says 75 percent of the tickets for the ten game tour have been sold.
Thiago piled on the misery for Arsene Wenger's men with his second and Bayern's fourth just after the hour with substitute Thomas Mueller adding a fifth two minutes from time. "It's going to be very hard for the next man taking charge, because these are all Arsene Wenger's players". "Maybe you saw him?"
Meanwhile Wright, who claimed last week that Wenger had told him he was growing "tired", was tweeting throughout the match and showed his displeasure at the performance.
Bayern then had more of the possession but the Gunners never let them take full control of the proceedings and looked threatening on the counter. They have a silent owner who is sleepwalking towards the abyss.
That Wenger was unable to get that "response" was, in the view of many observers, because he had signed too numerous wrong sort of players.
But Arsenal's next two EPL games before the return leg against Bayern are on the road against Southampton and Liverpool. With fans grumbling about the lack of spark, Ancelotti said Saturday's win gave them the boost needed to take on Arsenal.
"I am happy to play Bayern one more year", he said in January after signing a one-year extension. "We have won there before and we play the first game away from home, so it is important we protect the second game because I feel that to have a chance to qualify in the second leg, that will be very important".
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