The 20-year-old spoke after the game, stating that Palace fought hard and played well throughout the 90 minutes.
He said, "We started well, we created a lot of chances and we took those chances. Then, second half they got back into the game but we kept fighting to the end.
"The team has got confidence, especially going forward, and that helps against a team like Arsenal."
Both of Palace's goals came from well taken penalties by team captain Luka Milivojević after fouls drawn by Cheikhou Kouyaté and Wilfried Zaha.
Wan-Bissaka said, "I was confident that he was going to score, so well done to Luke for getting the two [goals]."