Aaron Ramsey and Alexandre Lacazette each scored twice in the first half as the Gunners did all the work before the interval. They continued to create chances after the break but couldn't find the fifth goal that would have put the tie to bed.
“I think we have done enough of a job tonight, there was a good pace in the first half, the two teams gave everything which is why it was such a spectacular first half," Wenger said after the match, quoted by Football365.
"Second half the aim was not to concede, we did that and also had loads of opportunities that we didn’t take.
“You know how football is, you want to make the difference as big as possible, but at 1-1 we would have taken 4-1.”
The best goal of the four was Ramsey's second. With Arsenal leading 2-1, a chipped pass from Mesut Ozil found Ramsey in the box, and the Welshman produced a deft finish to lob the ball over Igor Akinfeev.
Wenger was full of praise for Ramsey's performance and goal.
“It was a great goal," said Wenger. "I have seen some great goals recently, and they matter at this point of the season. Ramsey was at the end of many things tonight, got two, and one special one.”