The Gunners have found the back of the net seven times in the final 10 minutes of matches this season, and have injury-time goals from their last three matches.
The manager told the club's website: "Against Sunderland, as well as against Anderlecht and Hull, we scored late in the game. That reveals the character, desire and the never-give-up attitude of the team, so that's fantastic, though it's much better for my heart if we score early.
"I respect that will, that refusal to give up, and that consistent desire to win the game a lot. Anderlecht was absolutely amazing on that front. It usually shows that there is a fantastic attitude in the team from the players as well.
"Many times, it's the players who come on that make the difference. To have that, you need a good understanding inside the team."
Arsenal face Burnley in the Premier League this weekend.