The Gunners sealed a seventh consecutive victory in emphatic fashion at the Emirates, with Mesut Ozil capping off the rout with his first ever professional hat-trick.
However, despite his side's form, Wenger is keen to retain the focus and warned against allowing complacency to creep into their game.
"Our confidence is stronger with every win but we have to keep the vigilance as well, and the urgency to bring that into the next game," he told BT Sport.
"Let's not be too quick on the verdict. We have a strong squad and a strong spirit, but you have to take care of it and keep your feet on the ground. The only way to win something big is to focus on the next one and work on humility."
Arsenal's next match sees them host Middlesbrough in the Premier League on Saturday.