The Gunners kept their 10th clean sheet of the season on Saturday as they saw off Fulham 2-0 at the Emirates Stadium.
"By not conceding goals we give everyone in the team confidence," Sagna told the club's official website.
"We know we are always going to have one or two chances in a game because we have quality players who can make a difference.
"We want to stay strong at the back and get the ball back as soon as we lose it. We still need to improve in that zone, but everyone is doing quite well and defending from the top to the back."
Arsenal return to action on Friday night when they play host to Coventry City in the FA Cup fourth round.