Several newspapers reported Wenger was involved in a spat with both referee Lee Mason and Southampton counterpart Koeman in the tunnel after the final whistle.
According to the Daily Mail, Wenger approached Mason and said: "It’s always the same with you."
Koeman, who had overheard the Frenchman, then reportedly said to Wenger: "It’s always the same with you."
Southampton’s Dutch boss also claimed Wenger was blaming the referee for his own team’s failings, according to the Daily Mail, saying: "You had 10 chances to score and didn’t take any of them. Instead you take it out on them (the officials)."