Wales secured their place in next year's Euro 2016 finals on Oct. 10 even though they lost to Bosnia and completed a successful campaign with a win over Andorra.
But Wenger said Wales manager Chris Coleman could have left Ramsey out of the side for the Andorra match to give him a rest as nothing was riding on the game.
Ramsey pulled the hamstring early in the second half of Arsenal's 2-0 win over Bayern Munich in the Champions League on Tuesday and could now miss Arsenal's next six or seven matches.
"I was in a position when I could have rested him against Watford (last week), and in the end I didn't do it, then in front of Bayern, I did not have much choice," Wenger told a news conference before his team face Everton on Saturday.
"But we got punished. Ideally he should have had a breather before Watford, but realistically the real breather he should have had was against Andorra."
Wenger also said that he asked England coach Roy Hodgson to take a cautious approach to Theo Walcott playing against Lithuania in England's final qualifier on an artificial pitch in Vilnius.
Walcott was on the bench and did not come on.
"We asked him to be cautious and to speak to Theo to see how he felt because the match was on an artificial pitch," Wenger said.
"He has come back from a long-term injury and basically nobody wants to play on an artificial pitch."
Walcott has either started or come on as a substitute in 13 of Arsenal's 14 matches this season and is expected to lead the attack again against Everton on Saturday.
(Reporting by Mike Collett, editing by Ed Osmond)
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