Robin van Persie struck twice and Denilson hit his first goal for the club in the triumph.
Wenger told the club's official web site,"I am very pleased with the performance because it was a complete one. Offensively and defensively, we had a good balance in our team. Great movement and, apart from 10 minutes at the beginning of the second-half where we suffered a little bit, we were always in control.
"We played the game we love, the game we know how to play and could have scored more. I am pleased that we didn't concede any goals.
"I believe that the improvement comes from a completely different attitude. We have shown that against FC Twente and we have shown again here. Fulham was the start of the season with tough games before it. After the players went away it was some players' fourth game in 10 days and we were not ready mentally at Craven Cottage."