"We're all devastated, and Danny even more so. We can only feel sad and support Danny now in order to get him back. The difference between the tackle and the severity of the injury is baffling," Wenger told the club's website (www.arsenal.com).
"We don't understand that but we have to accept the verdict and we have to live with it ... The injury was accidental. I don't think there's anyone to blame, not our opponents or medical staff. It was completely an accident."
Since returning in February after a knee injury suffered in May last year, Welbeck has been in good form, scoring five times including winners against Leicester City and Norwich City.
"Sometimes for the big games I kept him out to recover from the efforts he has made," Wenger added.
"Sometimes people accused me of being too cautious but I knew that he did not play for a year and the intensity of the Premier League is so exceptional that you have to be cautious."
Third-placed Arsenal end their Premier League campaign at home to relegated Aston Villa on Sunday.
England face Russia, Slovakia and Wales in Group B of the 24-team tournament in France that starts on June 10.
(Reporting by Shravanth Vijayakumar in Bengaluru; Editing by Catherine Evans)
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