The Arsenal manager said that coming back from behind twice in the match showed his young team's new belief. A hat-trick for Robin van Persie demonstrated the Dutch forward's exceptional finishing but also the service he had started to receive from his ebullient team mates.
Wenger, famed for his attacking approach and touchline antics, even waved his arms in an attempt to slow his players after they went ahead 4-3 on 85 minutes. But van Persie's third, Arsenal's fifth, was a scorching shot that beat goalkeeper Petr Cech for pace and power.
Chelsea coach Andre Villas-Boas, completing a torrid week which included two league defeats, three sendings-off, and a accusations of racism against captain John Terry, suggested missed chances were the difference between the sides.
Terry's contribution on Saturday was also decisive. He scored but slipped to let van Persie through for the fourth goal after a bad pass from Florent Malouda.
Wenger said Saturday's sparkling performance showed how Arsenal, who made additions to the squad on transfer deadline, had started to gel.
COMPLETE UNITY
"What has changed is that we got half our team on the August 31 and we had to build complete unity. Now players are getting used to the way we want to play so we are stronger," Wenger said.
"The quality we showed today should make us more confident," he said, adding that many of his players, such as Aaron Ramsey and Jack Wilshere were 19 or 20 years old and would only improve.
The result put Arsenal within three points of third-placed Chelsea after teetering just above the relegation zone last month.
"We showed great spirit in the way we came out in the second half 2-1 down with a complete desire to go forward," said Wenger, in his 16th year in charge of the Gunners.
Villas-Boas, who has barely more than 16 weeks experience as a Premier League manager, refused to blame Terry but said the high score showed what can happen when sides are chasing a game charged with emotion.
"We committed mistakes today that we will try to resolve," he said, suggesting that Chelsea had lost the game in two decisive periods, at the start of the match and chasing a winner at 3-3, when they missed a fistful of chances.
But he added his open attacking style would not change despite "this important defeat".
"The philosophy is a personal value and it's a club value and we should never sell it cheaply. It's what makes us all proud and we'll stick to this philosophy."
Villas-Boas denied earlier this week his team had lost discipline after being fined for the two red cards and seven yellows conceded during their 1-0 league defeat at Queens Park Rangers and another red in their 2-1 League Cup midweek win over Everton.
"We have to correct things to get our philosophy working better," he said.
The Portuguese also repeated his support for Terry, who scored Chelsea's second goal on Saturday, over accusations of racial abuse agains
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