Arsenal manager Arsène Wenger insisted he was not embarrassed at the Gunners' Capital One Cup quarter-final defeat to a Bradford team which cost a total of £7,500 in transfer fees.

The League Two side, currently 64 places lower than the Gunners, triumphed 3-2 on penalties after the match ended 1-1 after extra time at Valley Parade.

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  • Bradford City v Arsenal - Capital One Cup Quarter Final

    BRADFORD, ENGLAND - DECEMBER 11: Goalkeeper Matt Duke of Bradford is congratulated by teammates after saving penalty during the shootout to win the Capital One Cup quarter final match between Bradford City and Arsenal at the Coral Windows Stadium, Valley Parade on December 11, 2012 in Bradford, England. (Photo by Clive Brunskill/Getty Images)

  • Bradford City v Arsenal - Capital One Cup Quarter Final

    BRADFORD, ENGLAND - DECEMBER 11: Goalkeeper Matt Duke of Bradford is congratulated by teammates after saving penalty during the shootout to win the Capital One Cup quarter final match between Bradford City and Arsenal at the Coral Windows Stadium, Valley Parade on December 11, 2012 in Bradford, England. (Photo by Clive Brunskill/Getty Images)

  • Bradford City v Arsenal - Capital One Cup Quarter Final

    BRADFORD, ENGLAND - DECEMBER 11: Goalkeeper Matt Duke of Bradford is congratulated by teammates after saving penalty during the shootout to win the Capital One Cup quarter final match between Bradford City and Arsenal at the Coral Windows Stadium, Valley Parade on December 11, 2012 in Bradford, England. (Photo by Clive Brunskill/Getty Images)

  • Bradford City v Arsenal - Capital One Cup Quarter Final

    BRADFORD, ENGLAND - DECEMBER 11: Bradford players celebrate after Goalkeeper Matt Duke of Bradford saves a penalty during the shootout to win the Capital One Cup quarter final match between Bradford City and Arsenal at the Coral Windows Stadium, Valley Parade on December 11, 2012 in Bradford, England. (Photo by Clive Brunskill/Getty Images)

  • Bradford City v Arsenal - Capital One Cup Quarter Final

    BRADFORD, ENGLAND - DECEMBER 11: Bradford players celebrate after Goalkeeper Matt Duke of Bradford saves a penalty during the shootout to win the Capital One Cup quarter final match between Bradford City and Arsenal at the Coral Windows Stadium, Valley Parade on December 11, 2012 in Bradford, England. (Photo by Clive Brunskill/Getty Images)

  • Bradford City v Arsenal - Capital One Cup Quarter Final

    BRADFORD, ENGLAND - DECEMBER 11: James Hanson of Bradford is tackled by Francis Coquelin of Arsenal during the Capital One Cup quarter final match between Bradford City and Arsenal at the Coral Windows Stadium, Valley Parade on December 11, 2012 in Bradford, England. (Photo by Laurence Griffiths/Getty Images)

  • Bradford City v Arsenal - Capital One Cup Quarter Final

    BRADFORD, ENGLAND - DECEMBER 11: Santi Carzorla of Arsenal controls the ball during the Capital One Cup quarter final match between Bradford City and Arsenal at the Coral Windows Stadium, Valley Parade on December 11, 2012 in Bradford, England. (Photo by Laurence Griffiths/Getty Images)

  • Bradford City v Arsenal - Capital One Cup Quarter Final

    BRADFORD, ENGLAND - DECEMBER 11: Goalkeeper Matt Duke (obscured) of Bradford is congratulated by teammates after saving penalty durinhg the shootout to win the Capital One Cup quarter final match between Bradford City and Arsenal at the Coral Windows Stadium, Valley Parade on December 11, 2012 in Bradford, England. (Photo by Laurence Griffiths/Getty Images)

  • Bradford City v Arsenal - Capital One Cup Quarter Final

    BRADFORD, ENGLAND - DECEMBER 11: Francis Coquelin of Arsenal is challenged by Nahki Wells of Bradford during the Capital One Cup quarter final match between Bradford City and Arsenal at the Coral Windows Stadium, Valley Parade on December 11, 2012 in Bradford, England. (Photo by Laurence Griffiths/Getty Images)

  • Bradford City v Arsenal - Capital One Cup Quarter Final

    BRADFORD, ENGLAND - DECEMBER 11: Francis Coquelin of Arsenal is challenged by Nahki Wells of Bradford during the Capital One Cup quarter final match between Bradford City and Arsenal at the Coral Windows Stadium, Valley Parade on December 11, 2012 in Bradford, England. (Photo by Laurence Griffiths/Getty Images)

  • Bradford City v Arsenal - Capital One Cup Quarter Final

    BRADFORD, ENGLAND - DECEMBER 11: Stephen Darby of Bradford and Kieran Gibbs of Arsenal battle for the ball during the Capital One Cup quarter final match between Bradford City and Arsenal at the Coral Windows Stadium, Valley Parade on December 11, 2012 in Bradford, England. (Photo by Clive Brunskill/Getty Images)

  • Bradford City v Arsenal - Capital One Cup Quarter Final

    BRADFORD, ENGLAND - DECEMBER 11: The Bradford mascot urges his team on during the Capital One Cup quarter final match between Bradford City and Arsenal at the Coral Windows Stadium, Valley Parade on December 11, 2012 in Bradford, England. (Photo by Laurence Griffiths/Getty Images)

  • Bradford City v Arsenal - Capital One Cup Quarter Final

    BRADFORD, ENGLAND - DECEMBER 11: A dejected Per Mertesacker of Arsenal looks on during the Capital One Cup quarter final match between Bradford City and Arsenal at the Coral Windows Stadium, Valley Parade on December 11, 2012 in Bradford, England. (Photo by Laurence Griffiths/Getty Images)

  • Bradford City v Arsenal - Capital One Cup Quarter Final

    BRADFORD, ENGLAND - DECEMBER 11: The Bradford mascot urges his team on during the Capital One Cup quarter final match between Bradford City and Arsenal at the Coral Windows Stadium, Valley Parade on December 11, 2012 in Bradford, England. (Photo by Laurence Griffiths/Getty Images)

  • Bradford City v Arsenal - Capital One Cup Quarter Final

    BRADFORD, ENGLAND - DECEMBER 11: Thomas Vermaelen of Arsenal celebrates after levelling the scores at 1-1 with a header during the Capital One Cup quarter final match between Bradford City and Arsenal at the Coral Windows Stadium, Valley Parade on December 11, 2012 in Bradford, England. (Photo by Clive Brunskill/Getty Images)

  • Bradford City v Arsenal - Capital One Cup Quarter Final

    BRADFORD, ENGLAND - DECEMBER 11: Thomas Vermaelen of Arsenal scores a goal with a header to level the scores at 1-1 during the Capital One Cup quarter final match between Bradford City and Arsenal at the Coral Windows Stadium, Valley Parade on December 11, 2012 in Bradford, England. (Photo by Clive Brunskill/Getty Images)

  • Bradford City v Arsenal - Capital One Cup Quarter Final

    BRADFORD, ENGLAND - DECEMBER 11: Goalkeeper Matt Duke of Bradford is congratulated by teammates after saving penalty during the shootout to win the Capital One Cup quarter final match between Bradford City and Arsenal at the Coral Windows Stadium, Valley Parade on December 11, 2012 in Bradford, England. (Photo by Clive Brunskill/Getty Images)

  • Bradford City v Arsenal - Capital One Cup Quarter Final

    BRADFORD, ENGLAND - DECEMBER 11: A dejected Per Mertesacker of Arsenal looks on during the Capital One Cup quarter final match between Bradford City and Arsenal at the Coral Windows Stadium, Valley Parade on December 11, 2012 in Bradford, England. (Photo by Laurence Griffiths/Getty Images)

  • Bradford City v Arsenal - Capital One Cup Quarter Final

    BRADFORD, ENGLAND - DECEMBER 11: James Hanson of Bradford makes contact with the face of Aaron Ramsey of Arsenal as he attempts to clear the ball during the Capital One Cup quarter final match between Bradford City and Arsenal at the Coral Windows Stadium, Valley Parade on December 11, 2012 in Bradford, England. (Photo by Laurence Griffiths/Getty Images)

  • Bradford City v Arsenal - Capital One Cup Quarter Final

    BRADFORD, ENGLAND - DECEMBER 11: Nathan Doyle of Bradford rises above Jack Wilshere of Arsenal to win a header during the Capital One Cup quarter final match between Bradford City and Arsenal at the Coral Windows Stadium, Valley Parade on December 11, 2012 in Bradford, England. (Photo by Laurence Griffiths/Getty Images)

  • Bradford City v Arsenal - Capital One Cup Quarter Final

    BRADFORD, ENGLAND - DECEMBER 11: Thomas Vermaelen of Arsenal scores a goal with a header to level the scores at 1-1 during the Capital One Cup quarter final match between Bradford City and Arsenal at the Coral Windows Stadium, Valley Parade on December 11, 2012 in Bradford, England. (Photo by Clive Brunskill/Getty Images)

  • Bradford City v Arsenal - Capital One Cup Quarter Final

    BRADFORD, ENGLAND - DECEMBER 11: Thomas Vermaelen of Arsenal celebrates after levelling the scores at 1-1 with a header during the Capital One Cup quarter final match between Bradford City and Arsenal at the Coral Windows Stadium, Valley Parade on December 11, 2012 in Bradford, England. (Photo by Clive Brunskill/Getty Images)

  • Bradford City v Arsenal - Capital One Cup Quarter Final

    BRADFORD, ENGLAND - DECEMBER 11: Gervinho of Arsenal and Carl McHugh of Bradford compete for the ball during the Capital One Cup quarter final match between Bradford City and Arsenal at the Coral Windows Stadium, Valley Parade on December 11, 2012 in Bradford, England. (Photo by Clive Brunskill/Getty Images)

  • Bradford City v Arsenal - Capital One Cup Quarter Final

    BRADFORD, ENGLAND - DECEMBER 11: Stephen Darby of Bradford and Kieran Gibbs of Arsenal battle for the ball during the Capital One Cup quarter final match between Bradford City and Arsenal at the Coral Windows Stadium, Valley Parade on December 11, 2012 in Bradford, England. (Photo by Clive Brunskill/Getty Images)

  • Bradford City v Arsenal - Capital One Cup Quarter Final

    BRADFORD, ENGLAND - DECEMBER 11: Lukas Podolski of Arsenal and James Meredith of Bradford battle for the ball during the Capital One Cup quarter final match between Bradford City and Arsenal at the Coral Windows Stadium, Valley Parade on December 11, 2012 in Bradford, England. (Photo by Clive Brunskill/Getty Images)

  • Bradford City v Arsenal - Capital One Cup Quarter Final

    BRADFORD, ENGLAND - DECEMBER 11: Goalkeeper Matt Duke of Bradford is congratulated by teammates after saving penalty during the shootout to win the Capital One Cup quarter final match between Bradford City and Arsenal at the Coral Windows Stadium, Valley Parade on December 11, 2012 in Bradford, England. (Photo by Laurence Griffiths/Getty Images)

  • Bradford City v Arsenal - Capital One Cup Quarter Final

    BRADFORD, ENGLAND - DECEMBER 11: (L-R) Gary Jones and James Hanson of Bradford celebrate following their team's victory in the penalty shootout during the Capital One Cup quarter final match between Bradford City and Arsenal at the Coral Windows Stadium, Valley Parade on December 11, 2012 in Bradford, England. (Photo by Clive Brunskill/Getty Images)

  • Bradford City v Arsenal - Capital One Cup Quarter Final

    BRADFORD, ENGLAND - DECEMBER 11: A dejected Arsenal team look on as they head out of the competition in the penalty shootout during the Capital One Cup quarter final match between Bradford City and Arsenal at the Coral Windows Stadium, Valley Parade on December 11, 2012 in Bradford, England. (Photo by Clive Brunskill/Getty Images)

  • Bradford City v Arsenal - Capital One Cup Quarter Final

    BRADFORD, ENGLAND - DECEMBER 11: Goalkeeper Matt Duke of Bradford is congratulated by teammates after saving penalty during the shootout to win the Capital One Cup quarter final match between Bradford City and Arsenal at the Coral Windows Stadium, Valley Parade on December 11, 2012 in Bradford, England. (Photo by Laurence Griffiths/Getty Images)

  • Bradford City v Arsenal - Capital One Cup Quarter Final

    BRADFORD, ENGLAND - DECEMBER 11: Goalkeeper Matt Duke of Bradford in action in the penalty shootout during the Capital One Cup quarter final match between Bradford City and Arsenal at the Coral Windows Stadium, Valley Parade on December 11, 2012 in Bradford, England. (Photo by Laurence Griffiths/Getty Images)

  • Bradford City v Arsenal - Capital One Cup Quarter Final

    BRADFORD, ENGLAND - DECEMBER 11: A dejected Arsenal team look on as they head out of the competition in the penalty shootout during the Capital One Cup quarter final match between Bradford City and Arsenal at the Coral Windows Stadium, Valley Parade on December 11, 2012 in Bradford, England. (Photo by Laurence Griffiths/Getty Images)

  • Bradford City v Arsenal - Capital One Cup Quarter Final

    BRADFORD, ENGLAND - DECEMBER 11: Goalkeeper Matt Duke of Bradford is congratulated by teammates after saving penalty during the shootout to win the Capital One Cup quarter final match between Bradford City and Arsenal at the Coral Windows Stadium, Valley Parade on December 11, 2012 in Bradford, England. (Photo by Clive Brunskill/Getty Images)

  • Bradford City v Arsenal - Capital One Cup Quarter Final

    BRADFORD, ENGLAND - DECEMBER 11: A dejected Arsenal team look on as they head out of the competition in the penalty shootout during the Capital One Cup quarter final match between Bradford City and Arsenal at the Coral Windows Stadium, Valley Parade on December 11, 2012 in Bradford, England. (Photo by Laurence Griffiths/Getty Images)

  • Bradford City v Arsenal - Capital One Cup Quarter Final

    BRADFORD, ENGLAND - DECEMBER 11: Alan Connell of Bradford scores with his penalty attempt past goalkeeper Wojciech Szczesny of Arsenal during the Capital One Cup quarter final match between Bradford City and Arsenal at the Coral Windows Stadium, Valley Parade on December 11, 2012 in Bradford, England. (Photo by Clive Brunskill/Getty Images)

  • Bradford City v Arsenal - Capital One Cup Quarter Final

    BRADFORD, ENGLAND - DECEMBER 11: Goalkeeper Matt Duke of Bradford reacts after saving a penalty in the shootout to win the Capital One Cup quarter final match between Bradford City and Arsenal at the Coral Windows Stadium, Valley Parade on December 11, 2012 in Bradford, England. (Photo by Laurence Griffiths/Getty Images)

  • Bradford City v Arsenal - Capital One Cup Quarter Final

    BRADFORD, ENGLAND - DECEMBER 11: A dejected Arsenal team look on as they head out of the competition in the penalty shootout during the Capital One Cup quarter final match between Bradford City and Arsenal at the Coral Windows Stadium, Valley Parade on December 11, 2012 in Bradford, England. (Photo by Laurence Griffiths/Getty Images)

  • Bradford City v Arsenal - Capital One Cup Quarter Final

    BRADFORD, ENGLAND - DECEMBER 11: Santi Carzorla of Arsenal reacts after missing his team's first penalty in the shootout during the Capital One Cup quarter final match between Bradford City and Arsenal at the Coral Windows Stadium, Valley Parade on December 11, 2012 in Bradford, England. (Photo by Laurence Griffiths/Getty Images)

  • Bradford City v Arsenal - Capital One Cup Quarter Final

    BRADFORD, ENGLAND - DECEMBER 11: Dejected Arsenal goalkeeper Wojciech Szczesny looksm on following his team's defeat on penalties during the Capital One Cup quarter final match between Bradford City and Arsenal at the Coral Windows Stadium, Valley Parade on December 11, 2012 in Bradford, England. (Photo by Laurence Griffiths/Getty Images)

  • Bradford City v Arsenal - Capital One Cup Quarter Final

    BRADFORD, ENGLAND - DECEMBER 11: Goalkeeper Matt Duke of Bradford is congratulated by teammate Stephen Darby after saving penalty during the shootout to win the Capital One Cup quarter final match between Bradford City and Arsenal at the Coral Windows Stadium, Valley Parade on December 11, 2012 in Bradford, England. (Photo by Laurence Griffiths/Getty Images)

  • Bradford City v Arsenal - Capital One Cup Quarter Final

    BRADFORD, ENGLAND - DECEMBER 11: (L-R) Carl McHugh and Gary Jones of Bradford celebrate following their team's victory in the penalty shootout during the Capital One Cup quarter final match between Bradford City and Arsenal at the Coral Windows Stadium, Valley Parade on December 11, 2012 in Bradford, England. (Photo by Clive Brunskill/Getty Images)

  • Bradford City v Arsenal - Capital One Cup Quarter Final

    BRADFORD, ENGLAND - DECEMBER 11: Gary Jones of Bradford scores with his penalty attempt past goalkeeper Wojciech Szczesny of Arsenal during the Capital One Cup quarter final match between Bradford City and Arsenal at the Coral Windows Stadium, Valley Parade on December 11, 2012 in Bradford, England. (Photo by Clive Brunskill/Getty Images)

  • Bradford City v Arsenal - Capital One Cup Quarter Final

    BRADFORD, ENGLAND - DECEMBER 11: Goalkeeper Matt Duke of Bradford is congratulated by teammate Stephen Darby after saving penalty during the shootout to win the Capital One Cup quarter final match between Bradford City and Arsenal at the Coral Windows Stadium, Valley Parade on December 11, 2012 in Bradford, England. (Photo by Laurence Griffiths/Getty Images)

  • Bradford City v Arsenal - Capital One Cup Quarter Final

    BRADFORD, ENGLAND - DECEMBER 11: (L-R) Gary Jones and James Hanson of Bradford celebrate following their team's victory in the penalty shootout during the Capital One Cup quarter final match between Bradford City and Arsenal at the Coral Windows Stadium, Valley Parade on December 11, 2012 in Bradford, England. (Photo by Clive Brunskill/Getty Images)

  • Bradford City v Arsenal - Capital One Cup Quarter Final

    BRADFORD, ENGLAND - DECEMBER 11: Gary Jones of Bradford celebrates following his team's victory in the penalty shootout during the Capital One Cup quarter final match between Bradford City and Arsenal at the Coral Windows Stadium, Valley Parade on December 11, 2012 in Bradford, England. (Photo by Clive Brunskill/Getty Images)

  • Bradford City v Arsenal - Capital One Cup Quarter Final

    BRADFORD, ENGLAND - DECEMBER 11: Goalkeeper Matt Duke of Bradford is congratulated by teammate Stephen Darby after saving penalty during the shootout to win the Capital One Cup quarter final match between Bradford City and Arsenal at the Coral Windows Stadium, Valley Parade on December 11, 2012 in Bradford, England. (Photo by Laurence Griffiths/Getty Images)

  • Bradford City v Arsenal - Capital One Cup Quarter Final

    BRADFORD, ENGLAND - DECEMBER 11: Goalkeeper Matt Duke of Bradford is congratulated by teammates Stephen Darby (T) and James Hanson #9 after saving penalty during the shootout to win the Capital One Cup quarter final match between Bradford City and Arsenal at the Coral Windows Stadium, Valley Parade on December 11, 2012 in Bradford, England. (Photo by Laurence Griffiths/Getty Images)

  • Bradford City v Arsenal - Capital One Cup Quarter Final

    BRADFORD, ENGLAND - DECEMBER 11: A dejected Jack Wilshere of Arsenal applauds the travelling fans following his team's defeat in the penalty shootout during the Capital One Cup quarter final match between Bradford City and Arsenal at the Coral Windows Stadium, Valley Parade on December 11, 2012 in Bradford, England. (Photo by Laurence Griffiths/Getty Images)

  • Bradford City v Arsenal - Capital One Cup Quarter Final

    BRADFORD, ENGLAND - DECEMBER 11: Thomas Vermaelen of Arsenal sees his penalty attempt hit the post to hand his team defeat during the Capital One Cup quarter final match between Bradford City and Arsenal at the Coral Windows Stadium, Valley Parade on December 11, 2012 in Bradford, England. (Photo by Clive Brunskill/Getty Images)

  • Bradford City v Arsenal - Capital One Cup Quarter Final

    BRADFORD, ENGLAND - DECEMBER 11: A dejected Jack Wilshere of Arsenal applauds the travelling fans following his team's defeat in the penalty shootout during the Capital One Cup quarter final match between Bradford City and Arsenal at the Coral Windows Stadium, Valley Parade on December 11, 2012 in Bradford, England. (Photo by Laurence Griffiths/Getty Images)

  • Bradford City v Arsenal - Capital One Cup Quarter Final

    BRADFORD, ENGLAND - DECEMBER 11: Nahki Wells of Bradford and Thomas Vermaelen of Arsenal compete for the ball during the Capital One Cup quarter final match between Bradford City and Arsenal at the Coral Windows Stadium, Valley Parade on December 11, 2012 in Bradford, England. (Photo by Clive Brunskill/Getty Images)

  • Bradford City v Arsenal - Capital One Cup Quarter Final

    BRADFORD, ENGLAND - DECEMBER 11: Nahki Wells of Bradford and Thomas Vermaelen of Arsenal compete for the ball during the Capital One Cup quarter final match between Bradford City and Arsenal at the Coral Windows Stadium, Valley Parade on December 11, 2012 in Bradford, England. (Photo by Clive Brunskill/Getty Images)

Only one Bradford player commanded a transfer fee - James Hanson, from who cost £7,500 from non-league Guiseley plus the proceeds of a friendly.

Asked if his players felt embarrassed, Wenger said: "You feel embarrassed when you don't give everything but I feel the team did fight and they will be more disappointed and frustrated."