The Gunners have yet to concede a goal in their opening three games.
Speaking at the UEFA elite club coaches forum in Nyon, Switzerland, the Wenger said: "We have played two teams who didn't really attack, but he [Bould] is doing a good job.
"We continue our training regime. He has taken over from Pat Rice for the defensive job where he is doing very well.
"Will we finish with the best defence in the league? I hope so."
The Frenchman, however, maintained it would not be a case of the days of '1-0 to the Arsenal' once again.
He added: "No, no, we want to score goals, but Steve Bould is doing very well and I am confident we have a good defensive record at the end of the season."