Wenger: Cannot afford Arsenal to slip in in Greece (LaurenceGriffiths/Allsport)

Arsenal capped two cloudy days in the Balearics last night with a dreary defeat made more miserable by the sending-off of Ashley Cole by Danish referee Knud Erik Fisker, which angered Highbury boss Arsene Wenger.

Cole received the first red card of his career for bringing down Real Mallorca's Alberto Luque after only 11 minutes. Vicente Engonga converted the spot-kick to send Arsenal to a deserved defeat but Wenger sought to absolve Cole, 20, of blame.

He said: 'The reason we lost was down to the sending-off because it's very difficult to play for 80 minutes with 10 men. In my opinion it was very harsh. Maybe the referee could have given a penalty but for Ashley to be sent off is very difficult to accept.'

Leeds, Chelsea, Manchester United and Wenger's side have all now failed to win against Spanish opposition in eight attempts. United were the last team to claim victory on Spanish soil - against Bayern Munich in the epic 1999 Champions League final.

Wenger had said he was looking for an opening-night win to set up his team for a run which he felt could take them to the final.

But Arsenal looked nervous from the kick-off and, in the absence of injured Tony Adams, Sol Campbell made his Champions League debut alongside Martin Keown. Campbell had a lot to prove.

Unfortunately for Arsenal, he and Keown were caught cold in the opening exchanges and even before Mallorca forced the penalty, the visitors looked inferior.

Alejandro Campano exposed Cole on the left and, before he could recover, swung a cross to the front post where Luque stole in behind the central defenders. His header was high from five yards and while Keown and Campbell debated what happened - others were noting the weakness.

Ariel Ibagaza was allowed to cover almost the whole Arsenal half despite Wenger identifying the midfielder as Mallorca's threat on the break.

No one could have listened. Campbell and Keown stood off and by the time Ibagaza released his pass to Luque, Cole, who recently admitted that he will have to learn how to defend, showed just how much he needs to be educated when he felled the striker and earned himself a red card.

He became the third Arsenal player sent off this season and kept up the club's record of there being a dismissal in every match they have played so far.

Engonga floated his penalty into the middle of David Seaman's net. The England No.1 did not deserve to be so taunted and registered his disgust by denying the home side for the rest of the match.

	Thierry Henry helps referee Knud Fisker advise Mallorca's Fernando Nino (LaurenceGriffiths/Allsport)

Wenger said: 'I thought David played very well although you could say he might have done even more and saved the penalty. If he'd done that it would have been a perfect game for him but he was still outstanding and I cannot reproach him.'

A brilliant block after Samuel Eto'o had teed up Engonga was quickly followed by a parry at full stretch to foil Luque. Seaman, at least, kept Arsenal in the match.

Deprived of a robust partner, Patrick Vieira tried to do the work of two men but succeeded in misplacing passes and mistiming tackles instead. He got away with one cruncher on Ibagaza which was the most telling of the half as the little playmaker was forced out of the game by injury.

For Arsenal, Thierry Henry was forced to play up front on his own for most of the contest and looked as unhappy about the lack of support as he did during last week-end's draw at Chelsea.

To add insult, he was cautioned for diving when he should have won a penalty. Miguel Angel Nadal tracked his pacy 63rd-minute run but could not cope with his perfect flick-on to go past. Nadal's lunge caught Henry's trailing leg but referee Fisker was not impressed.

Wenger said: 'From where I was that looked like a penalty. Thierry was in front of the defender and was brought down.

'But the referee didn't see it like that. We have to accept his decisions. They haven't gone in our favour this time but it's something we have to cope with.'

Alvaro Novo came within a centimetre of pushing the match beyond Arsenal with a fierce effort but as the match wore on, Mallorca opted to sit tight rather than move forward.

Francis Jeffers, however, a 71st minute substitute, showed no more poise than those who had failed before him. He ballooned a shot from the 18-yard line when he had a clear sight of goal and then failed to connect when Ray Parlour slid a clever pass to the front post.

This was the first time in their three previous campaigns that the Highbury club have lost the opening match and in doing so have placed immediate and unwanted pressure on themselves before next week's home match against Schalke 04.

But Wenger insisted: 'We have lost one game but I'm still confident we can qualify. We know what we have to do.'