The Gunners turned in a solid performance at the Stade Velodrome against a highly fancied French team, with the Welsh midfielder snatching three points in the dying minutes for the English side.
The victory moves under-fire Arsenal to the top of Group F, and Wenger knows it was an important win.
“We left it very late because we had a difficult start, we lost many balls in the first half,” he told Sky Sports after the contest.
“I don’t think Marseille were dangerous in the second half. In fairness they defended well, but we were rewarded because we kept going.
“We have made a little step forward, but we have to be humble because we are a team that has to continue to grow. The next game at home against Marseille will be very important,” he concluded.
The triumph means the Emirates outfit have won five out of their last six games in all competitions, and seem to be shaking off the slow start to the campaign that drew so much media criticism.
Wenger’s men take on Stoke in the league on Sunday, and will look to put a good run of form together as four of their next five games are at the Emirates Stadium.
By Gareth McKnight