Dortmund put the Gunners under immense pressure, but it was Aaron Ramsey’s brave header that settled matters mid-way through the second half, to give the London club a major boost in their bid to reach the last-16.
Five points clear at the top of the Premier League table and with an away victory over last season’s beaten Champions League finalists under their belt, Arsenal are polishing their trophy credentials week by week.
And they will head into their mouth-watering weekend tie against Manchester United high on confidence, with Wenger impressed with his battling charges.
"The message is that this strengthens the belief of my team that we can put in another great performance in another massive game [against United] on Sunday. We want this kind of performance again,” Wenger said in the glow of Ramsey’s winner.
"We were united and focused, especially defensively. Dortmund put us under huge pressure and we kept possession but we were a bit sterile in the first half because we couldn't create chances. It was a question of being focused, intelligent and not to make the first mistake. We had to wait for the moment to create an opening but we did that.
"We had a difficult period at the start of the second half. But after we scored I felt we could have scored a second and we were less under pressure. Overall, it's a huge win. Look at Dortmund's home form in the Champions League. Not many teams achieved what we have just done. We showed huge solidarity to get through difficult moments of the game."
Before the match, Wenger recalled his team’s excellent display in beating Bayern Munich in Germany last season.
It appears his players listened to him, and he says they now have an even more impressive victory under their belts.
"Maybe this is a better result than Munich because there was more at stake," Wenger said.
"People think Munich took it a bit easy because they had already beaten us 3-1 [in the first leg] and had qualified in their heads.
"Tonight both teams had to win and we had even more at stake because we had lost to Dortmund at home. We needed a win. Even a draw would not have been enough.”