The Gunners saw off the hosts 3-1 last night.
Wenger said: "We got a warning in the first game and learned that lesson and that showed my players are intelligent and that is a good sign.
"I had super quality on the bench too and that helps especially when the legs get tired."
He also paid tribute to Leeds, where a sell-out crowd provided a tremendous atmosphere.
"I was impressed by the way they were organised and their spirit and physical qualities I think they have a good chance to be in the play-off - we miss Leeds in the Premier League," he said.