The 23-year-old failed to net in his first two matches for the Gunners following his £16m move from Manchester United on deadline day.
However, Welbeck got on the scoresheet in Wenger's side's 3-0 win over Aston Villa on Saturday, and the Frenchman believes that the goal will breed confidence in the striker.
He told reporters: "I think Danny has an interesting potential and let's see how he develops. He has a good mentality, good physical potential, technical potential, he contributes to our team play because he doesn't lose the ball up front and those are important qualities.
"He rushed a bit his finishing until now because he didn't score. It is more a nervous problem maybe because in training he scores goals like a real striker. He is a good finisher.
"I think as well he has played at Manchester United in the position wide the last two or three years, never through the middle. Then you lose a little bit that instinct to score. And you lose that pressure which is animalistic – you need to always be in the middle and wait for your chance to kill the opponent."
Arsenal are fourth in the Premier League after five matches this season.