Goals from Alexis Sanchez and Tomas Rosicky lifted 10-man Arsenal to a hard-fought 2-1 win over QPR at Emirates Stadium on Friday.
Arsenal looked in control when Alexis, who had missed an early penalty, headed home the opening goal eight minutes before half-time.
The home side were dealt a blow in the 53rd minute after Olivier Giroud was sent off for headbutting Nedum Onuoha.
However, Rosicky managed to put Arsenal two goals clear just past the hour mark, only for in-form QPR striker Charlie Austin to reduce the deficit from the penalty spot 11 minutes from time following a foul by Mathieu Debuchy to ensure a nervy finale.
"We made it hard for ourselves but we played two [types] of games," Wenger told reporters post-game.
"One where were in control of the game until it went 2-1. After [the QPR goal], you never know.
"The last five minutes were a bit edgy because we conceded a late goal last week and you could feel that was a bit in our mind.
"But overall I think we were in control for big parts of the game and in the end we have shown resilience and fortunately got the three points."
Despite playing with a man less, Arsenal appeared on track for their third straight home win as Rosicky's deflected effort eluded QPR goalkeeper Robert Green.
But a controversial penalty against Debuchy, who was adjudged to have fouled Junior Hoilett, allowed QPR back into the match.
Mauricio Isla went closest to equalising when his header from Niko Kranjcar's corner was cleared off the line, while substitute Bobby Zamora almost connected with a ball that flashed across the box.
"We were nervous and the opponent pushed forward. Our game is [about] psychology and the mental aspect," the French boss added.
"In the final part of the game when the result is not settled, it's always very important."
