The Gunners edged the Eagles 2-1 at Selhurst Park to get their season back on track following last weekend's shock 2-0 loss at home to West Ham United.
A first-half volley from Olivier Giroud and a second-half own-goal from Damien Delaney, after Joel Ward's super equaliser, did the job as Wenger's men overcame a tough opponent to land three vital points.
"This is a difficult place for everybody to come and to win," Wenger said.
"I'm sure they will beat many strong teams here and to get the three is already a little bit of a turning point in the Premier League for us. To lose today would have been a big blow mentally."
Wenger added: "We have shown our strong response and we have shown different aspects in our game that are vital in the Premier League."