Theo Walcott gave Arsenal a fifth-minute lead, but Leroy Sane equalised early in the second half.
Theo Walcott gave Arsenal a fifth-minute lead, but Leroy Sane equalised early in the second half, getting the benefit of the doubt in a tight offside call to run in and score from David Silva's pass.
Raheem Sterling struck a 71st-minute winner, but Wenger felt Silva's attempt to play the ball in front of goalkeeper Petr Cech should have seen the goal ruled out.
"We conceded two offside goals, which is very difficult to accept in a game of that stature," Wenger told his post-match press conference.
"As it is well known, the referees are protected very well, that is right, like the lions in the zoo.
"So we have to live with those decisions. I want them to be safe. If they could make the right decision, it would be even better."
Arsenal's defeat was the second game in succession they had gone ahead, only to lose 2-1, having fallen to defeat in similar circumstances at Everton on Tuesday.
On that occasion, Wenger protested that Ashley Williams's headed 86th-minute winner had stemmed from an erroneously awarded corner.
The result saw City leapfrog Arsenal into second place, leaving them seven points adrift of leaders Chelsea.
Chelsea won 3-1 at the Etihad Stadium two weeks ago, but City manager Pep Guardiola felt there was not much difference between that display and his side's performance against Arsenal.
"Arsenal were lucky in the first half," Guardiola told the BBC.
"It was a Premier League game and a good game for everybody. It was similar to the game against Chelsea. Then we played well and lost and today we won.
"The guys give everything in every game. I'm happy to be City coach. In terms of spirit, it's always there."
Adding to Arsenal's problems, midfielder Alex Oxlade-Chamberlain was forced off by injury in the second half just 13 minutes after coming on as a replacement for Alex Iwobi.
"It looks a hamstring," Wenger said. "It is a muscular problem."