Wenger says PSG proved themselves supeior over the two legs.
He said on Bein Sport: "I would say tonight we have seen a different Paris Saint-Germain.
"Not guided by possession and brilliant football, but guided by a refusal to concede goals and taking advantage on the counter attacks and on set pieces. This is what gave them success tonight.
"I would say mentally they were strong as well. When they missed a penalty, they did hang in there."
PSG were never in danger
On Arsenal, Wenger says the issue was always going to be their lack of options in attack.
He also said: "On the other hand, we have seen with Arsenal the recurrence of being unable to score goals.
"I would say as well, I was surprised by the mistake of Marquinhos on the goal they conceded. It could have cost them and did on the goal - he is not completely back to his level. So they were a bit lucky as well.
"But overall you would say in the two games they were better than Arsenal, had more chances and were never really in danger so congratulations to Paris Saint-Germain."