The three players all started Tottenham’s shocking 1-0 loss to Vitesse in the Europa Conference League last Thursday, with none able to influence the game positively.
Meanwhile, Lo Celso and Davies are also struggling this season, with both players unable to nail down a spot in the starting XI.
Speaking to Football Insider correspondent Ben Wild, Wenham revealed that the three players ‘let their coach down’.
“I don’t know how much clearer I can be about this,” Wenham said.
“Some of the players who played against Vitesse really let themselves down.
“I was especially annoyed by the likes of Dele Alli and Lo Celso. Talk about a B team.
“Some of those players have 240 combined appearances in Europe. This was an experienced side.
“Ben Davis, another one who was really disappointing. They were so poor, so poor.
“These players had a huge chance to stake a claim and secure a vital win in Europe.
“Nuno now has absolutely nothing to think about going forward. All of those players let him down.
“I can’t see them playing again for a good while, if ever. It’s so annoying.”