The Gunners have endured a torrid run against the Blues in recent times, but goals from Alexis Sanchez, Theo Walcott and Mesut Ozil gave Wenger's men their first victory over their London rivals in five years.
"I am very happy. The inconvenient facts were there and we needed to change recent history," Sky Sports News quotes Wenger as saying. "We did it with style and steel. We were committed and disciplined and that is not so easy to find that balance in these games.
"We want to play this kind of game, based on technical quality and pace. I hope this convinces the players we are on the right path. There is still room for improvement.
"We lost [Francis] Coquelin and [Granit] Xhaka came on and straight away he is at the level of the game. [Coquelin has] a knee problem - the same problem as last year. I hope he is not out as long as last year."
The Gunners have so far collected 13 points from a possible 18 this campaign.