The striker scored Chelsea's winner in the FA Cup semi-final, knocking the Gunners out of the competition.
It was Drogba's eighth goal in nine games against Arsenal since he joined the Blues for £24million in 2004.
But Wenger was not the first manager, and won't be the last, to miss out in the transfer market.
Even the best bosses make the odd howler, letting genuine talent slip through their fingers.
Here is Sportsmail's guide to the ones that got away.
Diego Maradona Sheffield United boss Harry Haslam spotted a 17-year-old Maradona in action in 1978, but the club could not afford the Argentinan's £200,000 price tag.
Legend: Maradona terrorised England at the 1986 World Cup in Mexico
United bought River Plate's Alex Sabella instead for a club record £160,000, but the midfielder's contributions did not prevent the Blades' relegation to the Third Division in 1979.
Sabella was sold to Leeds for £400,000 in 1980 and as for Maradona, well, he didn't too badly, either.
Peter Beardsley Beardsley played just one game for Manchester United, in the League Cup against Bournemouth, as a 21-year-old in 1982.
The Old Trafford side obviously weren't that impressed with him, as they allowed the future England international to return to the Vancouver Whitecaps in March 1983.
Four years later Beardsley was winning plaudits at Newcastle United and caught the eye of new Manchester United boss Alex Ferguson.
But Ferguson thought Beardsley's £3m asking price inflated and was understandably peeved when the player joined Liverpool for £1.9m in July that year.
United target: Beardsley
United hero: Cantona
Eric Cantona King Eric was more than a little perturbed when Sheffield Wednesday boss Trevor Francis made him endure the ignominy of a trial in January 1992.
The bad weather meant the run-around had to take place indoors and Francis insisted he wanted to see Cantona play outside before he would sign him.
Cantona did not wait that long and flounced off, joining Leeds instead.
The player who went on to become a Manchester United legend could also have signed for Liverpool in 1991.
Michel Platini apparently told Graeme Souness that Cantona was available, but the Reds boss said he wasn't interested in 'problem players'.
Souness later said: 'Michel Platini said he had a player for me, a player who'd had some problems back in France but who would love to come and play for Liverpool.
'That player was Eric Cantona. But at that time we didn't really need any more problems, so that was one that got away.'
Something of an understatement, you might say.
Raul The Real Madrid star was released by Atletico Madrid in 1992. The club apparently thought the striker was too small and weak to make it as a professional.
Raul Madrid: The striker is Mr Bernabeu
How wrong they were. Raul joined the Bernebeu club and was in the first team two years later.
Ra?onz?z Blanco has gone on to make the number seven shirt his own and is Real Madrid's all-time leading scorer.
Alan Shearer Alex Ferguson wanted to sign Shearer in 1992, when the striker was a fresh-faced forward with Southampton.
Manchester United, however, could not match Blackburn's £3.6m offer, a British transfer record at the time, and signed Eric Cantona instead.
Local hero: Shearer is back at his beloved Newcastle as tempoary boss
The Frenchman was far from a poor understudy, but Ferguson did not give up on Shearer and tried to sign him again in 1996.
The striker turned his back on the Premier League champions and joined his hometown club, Newcastle United, for a world record £15m.
He went on to become a Magpies legend, scoring 206 goals to become their most prolific striker of all time.
David Beckham Leytonstone-born Becks grew up a stone's throw from Upton Park and was on West Ham's books as a school boy.
Hammer blow: Beckham always had his heart set on joining Manchester United
But the future England captain was always a Manchester United fan and moved north to sign apprentice forms with the club in July 1991.
Five years later, a 57-yard strike against Wimbledon announced Beckham to the world. Brand Beckham was on its way.
Paul Gascoigne Sir Alex Ferguson has admitted failing to sign Gazza in 1987 is the biggest regret of his career.
Different path: Gazza could have made his mark at Old Trafford
The Manchester United boss said: 'We spoke to him the night before I went on holiday. He says "Go and enjoy yourself Mr Ferguson, I'll be signing for Manchester United".
'So I went on my holidays but Martin Edwards (then chairman) rang and said, "I've got some bad news - he signed for Tottenham. They bought a house for his mother and father in the north east and that swung it".
Graeme Souness A 15-year-old Souness signed professional forms with Spurs in 1968 but was sold to Second Division Middlesbrough in December 1972 for just £30,000.
The future Liverpool midfield hard man had suffered terrible home sickness, so Tottenham let him go.
Spurs' loss was Liverpool's gain - Bob Paisley signed Souness for just £325,000 in January 1978.
Scot the lot: Souness
Wright stuff: Gunners favourite
Ian Wright Harry Redknapp watched a non-league game in 1986 and spotted Carl Richards playing for Enfield.
He offered the striker £220-a-week and signed him for Bournemouth.
Redknapp, however, failed to notice the talent of a young striker called Ian Wright, who was playing alongside Richards.
Wright went on to become an Arsenal legend.
Wayne Rooney Peter Kenyon, Chelsea's chief executive, reportedly persuaded Roman Abramovich to think again about bidding for the talented teenager, then with Everton.
The Russian oligarch held off and Rooney joined Manchester United, becoming the world's most expensive teenage footballer.
Wayne's world: Rooney could have ended up at Chelsea instead of Old Trafford
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