England centre back Sol Campbell stormed out of Highbury stadium after being substituted at halftime in Arsenal's 3-2 home defeat by West Ham United on Wednesday.
Mistakes by Campbell handed West Ham a 2-1 lead at the break and Arsenal manager Arsene Wenger decided to substitute Campbell.
"Yes, he left the ground," Wenger told a news conference. "He was very down at halftime, he felt very guilty.
"I took him off as in his mental state - he was too down to come back. I knew it was better for him personally, his confidence is not at its highest.
"He did not have permission [to leave] but he did not mean it to be disrespectful to the club or the team."
Campbell, who joined Arsenal in July 2001, has suffered a series of injuries over the past 18 months and has lost his automatic starting place alongside Rio Ferdinand in the England defence to Chelsea's John Terry.
Wenger had called last week the worst of his period at Arsenal after the London club was knocked out of the FA Cup by Bolton Wanderers and the semi-finals of the League Cup by Wigan Athletic.
Both defeats he blamed on poor defending and the problems at the back, accentuated by injuries to fullbacks Lauren and Ashley Cole, were laid bare again by a spirited West Ham side.
Campbell, partnered by the inexperienced Johan Djourou, was guilty of poor judgement before West Ham's opener as the visitors' captain Nigel Reo-Coker nipped past him to earn a free run on goal midway through the first half.
The second goal verged on the embarrassing for probably the strongest centre back in Britain. First Campbell mishit a pass out of defence and when the ball was returned over his head, he was easily bumped off the ball by Bobby Zamora who then turned past him to score.
France striker Thierry Henry pulled a goal back just before halftime with a deflection, only for Matthew Etherington to make it 3-1, a lead West Ham held despite a late goal from midfielder Robert Pires.
West Ham manager Alan Pardew called the win the best of his coaching career - the east London side are now just two points behind sixth-placed Arsenal. Arsenal have not finished lower than second in every full season under Wenger, who took charge in September 1996.
Wenger said he had not yet decided whether to play Campbell in Saturday's game at Birmingham City. "I will see how he responds to the situation," Wenger said.
