The Gunners won 2-1 at The Hawthorns on Saturday, thanks to a brace from Tomas Rosicky, to move within two points of fourth-placed Tottenham.
Sagna said: "It was really hard. We were 2-0 up but we put ourselves in trouble losing stupid balls and they managed to score one goal.
"We knew it was going to be difficult in their stadium with their fans but we managed to keep going, fight to the end and take the three points.
"It is really massive [to win]. We have to take it game by game but we know we have to take three points every time. We are on a good run and we want to keep it going because we still have two months to go until the end of the season and we want to qualify for the Champions League.
"We don't want to look at other teams. We just focus on our team. We want to finish in the top four at the end of the season and that's it. We don't want to think about it [the table]."