Hazard's foot was caught by defender Hector Bellerin in the area and referee Anthony Taylor pointed to the spot. The Belgian forward converted to level the match at 1-1 in the 67th minute before Marcos Alonso put Chelsea ahead and Bellerin equalised.
Wenger bemoaned the decision, which came after West Bromwich Albion were given a controversial late penalty against Arsenal on Sunday that helped them secure a draw.
"We showed great mental resources (to draw) and got a farcical decision again on the penalty, but we knew that (could happen) as well before (the game) so we have to deal with that," Wenger told a news conference.
"At some stage in football you have to stand up to the referee's decisions."
Wenger was charged by the Football Association for comments he made to the officials after the draw at West Brom and plans to contest the decision.
"I have been in football for 35 years, I know what I said after the game, I stand up for what I said," he said.
Bellerin made amends for conceding the penalty by scoring a stoppage-time equaliser for Arsenal, although Chelsea had two further chances with Alvaro Morata firing at Petr Cech before Davide Zappacosta hit the crossbar.
"Maybe I would have gone home and committed suicide," joked Wenger. "I was so close to that."
(Reporting by Rik Sharma, editing by Ed Osmond)
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