A crunching tackle from Kevin Davies on Gael Clichy proved the flashpoint of Bolton's third Premier League defeat of the season but Megson refused to allow the controversy over that incident to obscure what he believed to be his side's finest performance of the campaign.
A 3-1 scoreline may have reflected the brilliance of Arsenal at times - but it disguised a rousing second-half riposte from Bolton, who for long periods looked capable of salvaging a point.
While Davies's challenge might have caused more serious injury to Clichy, who had to be substituted but only suffered bruising, Bolton's fightback had more to do with spirit, resolve and no shortage of good football, than mere brute force.
Not that Wenger or Cesc Fabregas shared that opinion, with the midfielder highly critical of Bolton's approach.
He said: "When we come to the north we know something like that is going to happen, and we have to cope with that.
"Players like Walcott, Clichy, Eboue, they are quick, they like to run with the ball, and when you make tackles like that it is dangerous."
Megson, however, insisted there was nothing untoward about his side's performance.
Challenge
"We haven't kicked anybody off the pitch," he said. "Kevin got booked for what I feel was just a normal challenge. Yes, he has gone through and injured Gael Clichy, and I hope he is OK, but it certainly wasn't malicious.
"There hasn't been a malicious challenge right the way through the 90 minutes and I don't know that they are trying to suggest.
"We have to compete. I want the players to compete for every ball that's on that pitch and in the second half we did that. But to suggest, as sometimes happens with us, that we try to intimidate, isn't the case because we couldn't do that."
Davies's 14th-minute header, his third goal this term, had the crowd thinking of another memorable win over Arsenal but the visitors found top gear, scoring twice in two minutes through Emmanuel Eboue and Nicklas Bendtner.
But the game turned around after the break with Bolton creating numerous chances , following the introduction of Riga.
It wasn't until the introduction of Theo Walcott late on that Arsenal regained the impetus, Denilson killing off the match with three minutes to go.
Megson was quick to stress Bolton's revival had nothing to do with rough-house tactics.
"There's no such thing as an intimidating game," he said. "If football was that easy that all you just had to go out and intimidate to get results, then teams like Chelsea and Arsenal wouldn't have to go out and get the players they've got.
"We try to compete. But we never even mention intimidation, it's nonsense."
BOLTON: Jaaskelainen 7, Steinsson 6, Shittu 6, Andrew O'Brien 6 (McCann, 61 7),Samuel 7, Joey O'Brien 7, Smolarek 6 (Riga,56 8), Muamba 7 (Vaz Te ,81) ,Nolan 7, Gardner 7, Davies 8 Subs not used: Al Habsi, Hunt, Helguson, Cohen.
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