Arsène Wenger admitted his Arsenal side lacked a championship mentality and were finishing the season looking "frail" after the last-minute 2-1 defeat by Bolton Wanderers that has effectively ended any hope of catching Manchester United at the top of the Premier League table.

Arsenal are now nine points behind the leaders with only four games to go and Wenger is staring at the possibility of a sixth consecutive season without a trophy. The Frenchman said he would not change his philosophy but he also admitted Arsenal had shortcomings that he should have addressed before now.

"I feel the players had an outstanding attitude all season and are not to blame," Wenger said. "If someone is to blame, it is me. I pick the team, I choose the players.

"It's very unsatisfactory because we have had one of our easiest run-ins for a long, long time and we didn't take our chances. That is frustrating because I feel the potential is there but we still lack something – maturity and experience and calm in important situations.

"We've conceded six goals in the last week [two against Bolton, three at Tottenham Hotspur and one against Liverpool] and you can't afford to concede six goals in April if you want to win the championship. Defensively we have been too frail during the season and it is especially frustrating when you look at the way we have dropped the points."

Wenger's frustrations were exacerbated because of the number of scoring opportunities his team passed up before Tamir Cohen won the game with a 90th-minute header, the Israeli midfielder marking the goal by taking off his shirt to reveal a picture of his father, Avi, the former Liverpool player who died in December after being involved in a motorcycle accident.

Daniel Sturridge had opened the scoring for Bolton in the 38th minute with his seventh goal since signing on loan from Chelsea and the home side also squandered a penalty early in the second half, Wojciech Szczesny saving from Kevin Davies before Robin van Persie equalised a minute later to prompt a spell of concerted Arsenal pressure.

"It's hard to lose a game like that," Wenger said. "If you look at the way we conceded the goals, it's hard to swallow. We gave everything. Our attitude was fantastic and we had chances to win it. But we could have taken nine points [from the past three games] and we have taken two and that's a massive difference. We have to look at some of these things but we do not have to change the way we play.

"If you can convince me those principles are wrong, I'm ready. However, I feel we are right to try to play football the proper way. When you don't win, your principles are questioned but I have the distance to know what is right and wrong. If something is wrong, it is not the problem of playing football. We just have to become more mature in some of the situations when we look too frail."

Bolton's goals both came from corners and, when it was put to Wenger that Arsenal were particularly vulnerable at defending set pieces, he conceded it had become a weakness. "I cannot deny that," the Frenchman said.

Arsenal are now three points behind the second-placed Chelsea and Wenger said: "The chances [of catching United] now are very minimal. We have to continue to fight to the last game of the season but we have dropped too many points and it is very frustrating because we should have come home with nine points in the last week. We've come back with two and that's been the story of our season. I feel we have got closer this season than last season but that just makes it even more frustrating."

Wenger also took a thinly veiled swipe at Bolton, talking of them "playing a cup final a week late" in reference to their 5-0 defeat against Stoke City in the FA  Cup semi-final at Wembley. There were also angry scenes at the final whistle when Van Persie and Matt Taylor became embroiled in a confrontation on the pitch.