The Premier League leaders had the better of possession all night against a side who had never before lost to English opposition in Europe.
After seeing Cesc Fabregas blaze an early chance over the bar from close range and then surviving a brief rally by the hosts, Robin van Persie struck with 15 minutes left to ensure Arsenal's impressive opening to the new campaign continues with a ninth straight win.
Wenger said: "We decided to put pace in the game and score early, but we did not manage to do it.
"We felt superior and we were - but as long as you do not score you must not become too nervous or impatient, and therefore open to the counter attack.
"We kept going, were intelligent and in the end scored the goal which gave us a deserved win."
The Arsenal boss added: "Patience is linked with maturity and we were conscious of that at half-time.
"The turning point was maybe they had a chance when their player went through, who I thought was offside.
"They could not take their chance and after that, Van Persie put one in the net."