The Gunners came from behind thanks to second-half goals from Olivier Giroud and Theo Walcott after Luis Suarez and Jordan Henderson had given the Reds a healthy advantage and Wenger was delighted with the comeback although he did admit to some defensive fragility.
"It was a fantastic game with both teams going for it," Wenger said.
"We have shown great quality and spirit but we were nervous defensively. Going forward I felt we were absolutely outstanding all night."
Wenger added that big matches in recent times have caused Arsenal to produce shoddy performances in defence.
"Recent history in the big games at home plays a part, you could sense it from outside,” said the Frenchman.
"We have to get rid of that psychological factor when you play at home defensively."