Arsenal had earlier unveiled a bronze statue of former striker Dennis Bergkamp, who helped the club win seven major trophies, including the 'Invincibles' Premier League campaign of 2003/04.
Wenger felt the Dutch forward, who received a hero's welcome on the pitch at half-time, would have appreciated the team's efforts.
"We had a very demanding week physically and mentally and we gave the right response today. We did the job in the first half and I think we scored two great 'Arsenal' goals," said Wenger.
"I am very pleased for Rosicky because today Bergkamp got a statue and I think Rosicky took the Bergkamp role well today. Certainly Dennis will have been pleased to have seen him play."
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