Wenger is worried about the pitch for the second leg

Emmanuel Adebayor headed against the crossbar in injury-time, while others lacked a clinical edge in the first leg of their last 16 tie.

"We didn't take advantages of the chances that we created," said Wenger.

"We were a bit forceful and a bit nervous in the final third or our finishing situations."

News conference: Arsenal boss Arsene Wenger

Cesc Fabregas, Nicklas Bendtner, Emmanuel Eboue, Mathieu Flamini each had sights of goal against the Champions League holders but could not make their chances count against the Italians.

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Wenger added: "Milan defended with a lot of experience. They adapted to the situation in thinking they would be under pressure and that they would have to defend well, which is what they did.

"But, overall, we played a fantastic game and it's a shame that didn't get us a goal.

"On a night when everything goes for you, you would get two or three.

"The positives are that we put them under pressure for a big part of the game and that we didn't concede a goal."

Wenger has his reservations about the state of the San Siro pitch that would greet his side in the second leg.

"Unfortunately we can't transfer our pitch to the San Siro," he added.

"The pitch will not be the same quality and hopefully the game will not suffer too much.

"They will be favourites but we can deal with that."

No English side has ever beaten Milan at the San Siro, but their coach Carlo Ancelotti refused to write off Arsenal's chances.

"Qualification is still in doubt. We are not yet safe for the return match," he said.

"We're not sure of going through because Arsenal have shown great quality and we know they can do it in the return."