The Gunners have now lost four successive matches after first-half goals from Lewis Dunk and Glenn Murray took the Seagulls to victory.
Arsenal are 13 points behind fourth-placed Tottenham and Wenger said afterwards: "We found it difficult to get going and I feel we suffered a lot physically in the first half.
"And mentally as well, I believe the lack of confidence is linked with the physical aspect and we made some defensive mistakes and they took advantage.
"The second half was all us but we lacked a bit of sharpness and freshness physically to make the difference.
"At the moment, we have too many games and there's the negativity on top of that because we're losing, so it's difficult."
Wenger was asked if he's still the man to turn Arsenal's fortunes around and said: "Yes because I've done it before but this is the first time I've lost so many games on the trot in my life.
"But I believe in our quality and I'll try to shorten our crisis and I still believe I can do it."
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