The Gunners eventually broke down the reigning Premier League champions to win 1-0 at home following their hard-fought come-from-behind win over Manchester City in the FA Cup semi-final on Sunday.
"Leicester were hard to break down, we were patient and didn't give many chances away," he said on Sky Sports.
"It could have finished 0-0, but we had the initiative to our game and created some dangerous situations.
"We played extra-time on Sunday afternoon, and had to give everything. We were focused, serious, and had hunger to win the game. That's what we wanted."