An early goal from McGinn was enough for Villa to win 1-0.
He later said: “That was actually a really tough spell for us. We played Thursday, Sunday, Wednesday, Saturday and I think it showed in our performance tonight, it wasn't our best but I'm certainly not complaining.
“The second half was a bit of character, a bit of grit and fair play to the substitutes who've come on. A couple of them haven't played for a long time and dug right in there.
“Arsenal have made a habit of scoring late goals and it was up to us to keep concentrated. What a monumental week it has been for us.
“We had the best of the first 20 minutes up until we scored. I don't know what happened after that but Arsenal seemed to get a foot in the game, controlled it a lot more and they're a top quality team so their manager adjusted a few things. Did it work? Maybe, maybe not. They had a lot of the ball but not too many clear cut chances.
“Credit to us for not playing as well as we did on Wednesday night but clean sheet against the two best teams in the league in my opinion and another huge win."
On his goal, McGinn added: "I actually had an exact same chance in one of the Europa Conference League games. Leon has cut it across the exact same, I've tried to lay it off on my right foot.
"We've got a lot of staff behind the scenes who analyse that stuff and say if that happens again turn on your right and shoot with your left. Just in that split second I managed to do that
"I didn't get the cleanest of strikes but it managed to go in the corner and I'm just delighted."