He told the club's official website: "I feel it was important not to lose once we were down today and that is the most important thing. For the mental comfort it's good to remain top after two away games.
"A mentality of being champions is built up through the season and I believe that we continue to focus on the way we want to play.
"We have desire, we have the spirit but we are only in October, in March and April you can show that you have the mentality of champions but at the moment it's early and it's good to continue our run."
Arsenal will top the table for two weeks ahead of Liverpool on goals scored as the Premier League takes a break for World Cup qualifiers, with a home fixture against Norwich City next up for Wenger's men on October 19.