McArthur believes that Rosler has introduced a fluid style of play since succeeding Owen Coyle.
"We got the ball down and tried to move it like we used to," McArthur told BBC Radio Manchester.
"We played some very good stuff and we were very patient with the ball. Even when we went down to 10 men [following Chris McCann's red card] we were still trying to pass the ball.
"That shows the belief we've got in each other and the manager's belief in us - that we want to keep passing the ball even though they've got an extra man. That can only help us in the future."
Wigan return to league action on Sunday when they face Bolton Wanderers.