Szczesny now faces competition for his place following the loan arrival of Emiliano Viviano from Palermo, but the keeper has put in some notable performances of late against Swansea City and Napoli.
"He comes off the line much more to claim the ball," Wenger told Arsenal's official club website.
"His movement to take the ball at the peak is much better and he has shown that, especially in the last two games against Swansea and Napoli, when it was needed to come off the line and take a cross.
"It sometimes has a psychological impact on an opposing team when a goalkeeper comes to claim a cross or is quick off his line."
Arsenal are back in Premier League action this weekend as they face West Bromwich Albion on Sunday.