His side came from 2-0 down, having had a man sent off, to win 3-2 and re-ignite their faltering Barclays Premier League title bid.
"I can't remember a better comeback than that - to be 2-0 down, with 10 men and win 3-2 with just half an hour to go is a great credit to the team," said Wenger.
"I am very proud of our performance because we got a big blow last week (losing to Chelsea) but responded well.
"The first half we didn't play badly but everything went against us.
"Not only was their first shot on target a goal but we had a player sent off and just before we go to half-time they score a second one which was a big blow.
"The last 30 minutes we had chance after chance and in the end we were a bit lucky on the third goal but we did absolutely everything to win the game and we got a very important victory for us."
The Gunners looked dead and buried at half-time, trailing 2-0 and with10 men.
Seconds from time Hleb's run and cross from the left was deflected across the six-yard area and then took another, crucial, touch off Jlloyd Samuel to roll into the net.
Wenger had no complaints about the sending-off, although he defended Diaby by saying the challenge was not malicious.
"I was not upset with the sending-off because his foot was a bit high," he said.
"I feel it was more a protective tackle than an aggressive one but he was too high - I don't complain."