Bould replaced the retired Pat Rice in the summer and has helped the Gunners get stronger at the back.
"We have played two teams (Sunderland and Stoke City) who didn't really attack, but he is doing a good job," said Wenger.
"We continue our training regime. He has taken over from Pat Rice for the defensive job where he is doing very well.
"Will we finish with the best defence in the league? I hope so."
Arsenal have picked up five points from three matches so far in the Premier League and have yet to concede a goal.