Wenger, who saw the Gunners come perilously close to going off the rails at the start of the season, has now overseen five wins in six matches in all competitions and believes the confidence is coming back.
"We've made a little step forward but we have to be humble," said Wenger after seeing Aaron Ramsey come off the bench to net the winner.
"We are a team who must continue to grow and we have to show that. The game at home to Marseille will be very important.
"Yes, this will help us with our confidence but if you look back at the last six games you will see we only have one defeat.
"We are slowly getting there and tonight will help."