The Capital One Cup was once a competition Arsenal Football Club had little interest in. Regardless of what Wenger would say to the media, his team selections spoke a thousand words about his priorities. His teams consisted of youth team players, reserves and players on their way back from injury. Of all the competitions Arsenal challenge for annually this was the one that they considered least important. However, Tuesday nights game at Bradford was a different story altogether. All available first-team players barring Arteta were in the starting 11. With the Premier League seemingly out of reach and approaching their ninth year without a trophy, it was evident this was the chance to progress and get within touching distance of a final by disposing of a League 2 club. A good idea... In theory. The outcome was entirely different. In freezing temperatures Bradford put in a performance consistent with giant-killings this cup competition in years gone by. Arsenal struggled to get into their passing rhythm as Bradford pressurised. It seemed some of their foreign imports looked perplexed at the sight of an old-fashioned English Football Ground and didn't seem to have any interest in the game whatsoever. The sell-out crowd at Valley Parade sensed that Arsenal were there for the taking and when Garry Thompson gave them a deserved lead in the 18th minute, the ground erupted in delight. The look on Wenger's face said it all. Jack Wilshire tried to spur his team on and gave another outstanding performance but the fact Arsenal took two thirds of the game to get a shot on target showed his team-mates weren't showing the same commitment. The penny only seemed to drop for them when the anonymous Podolski was replaced and Cazorla started to influence the same. Showing. The genuine world class ability which has made him one of the few positives from the season so far. The goal was coming and it arrived on the 88th minute. Much to the dismay of the home crowd. So to extra-time, surely the superior fitness of a Premier League outfit would be too much with an extra 30 minutes and a late goal to galvanise them. Wrong. Try as they might they couldn't break through. Cazorla's stupendous shot that rattled the crossbar aside, they offered little. It was to be settled by penalties, and the way some took the penalties summed the whole game up. They came to Bradford expecting to win the game with minimal effort and this just wasn't the case. Another competition evades them, another chance to end a nine year drought for a trophy passes them by. Who is to blame for this? The blame will fall on the manager, as it does at every club when it falls on difficult times. Wenger has been seen as untouchable for as long as I can remember. He transformed Arsenal from a rigid team built on a sturdy defence to playing some of the finest football Europe has had to offer. Bring them League Titles, F.A Cups, Champions League finals and the benchmark for every team around the world to go off for years to come. It has to be said that the Emirates stadium, one of the finest in the world, would not have been built if it wasn't for the success Wenger has had at Arsenal. Players like Vieira, Henry, Pires, Overmars and Anelka lit up the Premier League, all bought by Wenger. Things are different now. The fans are starting to question for the first time whether Wenger is the man for the job. He seems to be having a problem motivating the players, he is seen by some to be stubborn in the transfer market, refusing to keep up with the likes of Manchester City, Chelsea and Manchester United and paying the top money for players. Has he run out of ideas? Or has he been working to a budget and has refused to inform everybody? Everyone knows the club has had to live within it's means while the. Debt for the Stadium was being managed. However, looking from the outside in it appears Arsenal have become a selling club, much to the annoyance of everyone associated with it. Let's leave Fabregas out of it, as his desire to return to his boyhood club of Barcelona was understandable. The players gone over the last few years is extraordinary. Adebayor, Clichy, Toure, Nasri, all sold to their rivals Manchester City. Then there was Van Persie, who made it apparent to anyone that would listen that he wouldn't be signing a new contract, leaving and signing for Manchester United for £24 million. The very notion Wenger would have sold his prized asset to Ferguson two years ago would have been absurd. Once bitter rivals with little time for each other, Arsenal and United would be at the forefront of title challenges for the majority of the existence of the Premier League. Not anymore, Ferguson now considers Chelsea and Manchester City his primary rivals and Arsenal an afterthought. A sign of the times perhaps, what can't be disputed is that Arsenal have missed Van Persie more than any other player. He has been sensational for United this season and his replacements Giroud and Podolski haven't lived up to expectations. Were they bad signings? Or the best he could afford? Which brings us to the Boardroom. Arsenal's two powers, Ivan Gasidis and Stan Kronke, are wealthy men and Arsenal turn over a healthy profit annually. They have both stated their is money available for players but fans remain sceptical. This is due to the contract situations of players being left until the last minute. Song, Van Persie and now Theo Walcott, who looks as if he will be the next in a long line of players to leave for pastures new amid contract negotiations stalling. While he hasn't been a regular in the first-team, he is an England international and a valuable squad player and to see him leave for another Premier League club might be the straw that breaks the camels back for Arsenal fans. How can this be fixed? Well if Wenger has money available he MUST spend it in January. He must rid himself of this stubborn mentality and bring in some genuine world-class players. Cazorla aside, his signings of late have either been a work in progress or taking too much time to settle, and time is what Arsenal don't have. They are in danger of losing out on Champions League football for the first time in over 10 years. A striker is an absolute necessity, with Klass-Jan Huntelaar of Schalke being strongly linked. What is certain though, is things cannot carry on as they are. Wenger's legacy is in danger of being tarnished, and who would have ever thought that? Dean Jones: Follow me on Twitter @DeanJones_