The Gunners manager has guided his team to seven points from their first three games, much to the delight of Wenger.
The French tactician feels Arsenal never recovered from a poor start to their last campaign and he insists it was vital to make a positive initial impact this year.
"At this stage of last season, we had only two points and were already under mental pressure," said Wenger.
"A team like Manchester United are big enough to deal with that and come back.
"But we were a very young side and it was a bit too much for us. It was important to get a good start this time and we have done that."