Milan could very easily have had a penalty early in the match, but the striker managed to stay on his feet in a moment that could have changed the game completely, and Gattuso was honest yet again. He also admitted to feeling upset that all the blood, sweat and tears he has put into making Arsenal the great side they are today has been forgotten.
"Serie A is inferior [compared to the sides Milan have to face in this stage]?"
The defeat was AC Milan's first in 13 matches, while Arsenal's first win in five games earned Wenger's team a commanding lead going into the second leg at the Emirates stadium next week. While not in itself a particularly catchy football chant, it contains a fair bit of truth.
"They had very good quality although they are going through a hard period".
But on the brink of half-time, Arsenal did score a second. Will the occasion prove too much for a team that hasn't been to a European quarter-final since 2010?
During the last Champions League clash between Milan and Arsenal, Milan won 4-0 at home and then lost 3-0 in London.
Let's assume for a while that the curse has indeed lifted and that away performances will improve from here on in.
Captain Leonardo Bonucci issues instructions from the heart of defence on Thursday night
Sir Alex Ferguson and Arsene Wenger may not have always seen eye-to-eye over the years but the two still have tremendous respect for one another - as evidenced in Fergie's latest gesture for the Arsenal boss.
The defeat to Watford highlighted the importance of Ozil and Sanchez to the Arsenal team at the time, as the north London club went on to score 11 goals in just five matches and even clawed their way back back into the top four after the Burnley win - the first time since March of a year ago.
Winning the Europa League is likely to be Arsenal's only route into next season's Uefa Champions League, a target which seems an essential requirement to persuade Arsenal's hierarchy to retain Wenger.
Attack: Pierre-Emerick Aubameyang is set for a recall after being ineligible to play in Europe and he'll replace Danny Welbeck after he drew another blank in front of goal last night.
He continued: "It's not the person they hate, they hate the manager who doesn't deliver the performance. For us that is clearly the most important thing", he added, having overseen four consecutive losses in all competitions before the trip to Milan.
The scrutiny on the Arsenal team and pressure to fight for their manager clearly made a difference in the biggest game of the Gunners' season so far - and their talismanic playmaker was unsurprisingly at the heart of it.