After the match, Wenger spoke of there action and ambition his side showed to achieve a much-needed win as the North Londoners continue to chase a top-four finish.
"We took the initiative, we lacked a little bit of change of pace and penetration - you could see we had a few heavy legs," he said, according to Arsenal.com.
"But you could see we were serious and didn't give chances away. Maybe we lacked a little bit of speed in our game to get them out of position - but they defend well and are very difficult to get out of position. In the end, I think the win rewards the team who took the initiative in the game.
"Overall, we are very happy with that because we knew the three points would be very difficult tonight. Let's not forget as well that we played on Sunday afternoon (FA Cup semi-final) and Leicester did not play at all at the weekend.
"They had good preparation for the game and we knew we had a little handicap on that front."