Cesc Fabregas' effort deflected off Julien Escude for the first-half opener, Robin van Persie doubled the lead after the break and Eduardo Da Silva completed the scoring at the death.
"I always said that I'm amazed by this club and its support - we are happy to have such support and we have a big responsibility to keep these people happy," said Wenger.
"We try, at the moment we managed to do that. That is the real dimension of the club - the fans.
"We want more support, more fans and I hope that one day the next board will extend this stadium and build 100,000."
Victory extended Arsenal's unbeaten start to the season which has seen them top the Premier League.
But for a Jens Lehmann blunder at Blackburn, they would have had a 100% record going into the Sevilla clash.
"Maybe it's a bit unexpected by people but to start well in the championship and against Sevilla is nearly perfect - we dropped two points but I'm pleased with our spirit and display," added the Arsenal boss.
"We were maybe a bit lucky with the first goal but I thought we controlled the game in the second half. Maybe 3-0 is a bit flattering but when you are 2-0 up they have to come out.
"We didn't concede and looked more mature tactically than we did a year ago."