The Gunners secured a 1-0 win over Mark Hughes's men courtesy of a last-gasp effort from Arteta.
While Wenger has come under criticism following a recent slump in the Gunners' season, the Spanish midfielder has insisted that the manager's tactics and encouragement is vital.
"The boss was brilliant because he was very positive about the way we have to play and the belief we have to have," Arteta told the club's official website.
"It is good that in the bad moments he keeps believing in us and gives us confidence, so we kept playing as we always do and got rewarded."
Arsenal currently sit sixth in the league table.