You had to feel sorry for Arsenal's players in the San Siro on Wednesday night.
In the face of Kevin-Prince Boateng, Robinho and Zlatan Ibrahimovic, the Gunners wilted; powerless to prevent anything other than the four-goal hammering inflicted upon them by the Serie 'A' leaders.
The questions will be honing in on Wenger, but like Wojciech Szczesny's attempts to keep out Boateng's arrowing first-half volley, the Frenchman needs a sterner defence than his persistence with achieving long-term goals; a policy supporters have waited seven trophy-less years to come to fruition.
Any criticism of his tactical decisions on Wednesday evening only work to mask over the long-term problems at the Emirates Stadium.
Away from home in the Champions League, the decision not to start with both Theo Walcott and Alex Oxlade-Chamberlain appeared a sensible one, while restoring Kieran Gibbs, probably Arsenal's best player on the night, to full back allowed Wenger the luxury of fielding his first-choice back-four for just the third time this season.
The most troubling part of the north London side's performance will be the way they crumbled after falling behind after a quarter of an hour, and allowed the Rossenari over swamp them for the remainder of the contest.
What makes this result particularly harrowing for Arsenal fans is the air of familiarity about the whole evening. Another failure on the big stage, and the dreaded feeling that come another 12 months they'll have failed to move on.
People are quick to target Wenger's frugality in the transfer market as a reason behind current failings. However, the restrictions he brings on himself come from the belief that the present squad is talented enough to produce the success required.
Hence why against Milan, and against many of Arsenal rivals, you can only feel empathy for the side's personal. No doubt there was heart, but frankly they were charged with jobs they're not equipped to fulfil.
Ever since his Welsh homecoming against Swansea City, Aaron Ramsey has looked a shadow of the player who appeared to have shrugged off his career threatening injury nearly two years ago.
Mikel Arteta, who can't be labelled a panic buy given Wenger's long-term admiration, has proved the step up from Premier League mid-table to Champions League expectancy to be a large one.
Meanwhile, Alex Song's proneness to switch off in midfield, amid his flashy passes and supremacy on the ball, undermine his claim as one of Wenger's key assets.
Most alarming though is the current form of Walcott. Under the wing of Wenger - on paper the ideal candidate to nurture him into the mould of Thierry Henry - his career is at a standstill.
Previously, any comparisons between himself and Oxlade-Chamberlain, because of their similar career trajectory, went to undermine the new Southampton recruit who was looking to become his own player.
However, comparisons are now damaging Walcott's reputation because at the same age and stage, Chamberlain has proven himself to be a far more rounded player. If there's any air to Henry's throne, it's him.
Walcott’s progression, or lack of, should be a warning to those Gunners fans who feel that investment in youth is a worthwhile strategy.
Wenger even admitted on Wednesday night he had questioned his methods, albeit briefly, during the humiliating defeat, but it's likely to take a more permanent change of thinking to alter the club's fortunes under the current regime.
Even if the penny dropped for Wenger as Arsenal were blitzed in the Italian night, for many supporters, it's come far too late.