Cesc Fabregas and Emmanuel Adebayor struck late on as the Gunners and Wenger said on ITV4: "We knocked the holders out and we did it with a great performance.
"I am very proud of the players, we had been under pressure because we have dropped a few points recently.
"It didn't affect us and we came out in a determined way and we played with enthusiasm.
"We dominated the game and didn't make any mistakes, but we were creative.
"We are in the two main competitions and I feel that gives us a big boost for the rest of the season."