The Gunners hit back from 2-0 down against Bulgarian champions Ludogorets to win 3-2 thanks to Mesut Ozil’s last-gasp winner.
The German’s late strike kept Arsenal top of their Champions League group on goal difference ahead of Paris Saint-Germain with two games to play.
Victory over PSG at the Emirates later this month will all but ensure they top their Champions League group for the first time since 2011.
Wenger bemoaned the number of times his side have “paid the price” for not winning groups in recent years in the build up to Arsenal’s first visit to Bulgaria.
And it looked like he might be doing it again as his sloppy side fell 2-0 behind, handing the initiative to PSG — who beat Basel on Tuesday in Group A’s other match.
Ozil’s late goal sets Arsenal up to win their Champions League group for a change
But Ozil, who scored a hat-trick against these same opponents two weeks ago, scored a stunning late winner to keep their hopes of winning the group alive as he proved to be the scourge of the Bulgarians once again.
Even with the North London derby against Tottenham looming on Sunday, Wenger took no chances with his team.
He named his strongest-available outfield group in front of No2, and now Champions League, keeper David Ospina.
Given Arsenal battered the Bulgarians 6-0 last month, few would have been surprised had Wenger taken the chance to rest the likes of Mesut Ozil and Alexis Sanchez with some big challenges ahead.
But his line-up was a statement of intent with qualification for the knockout stages a possibility at kick-off if results went their way.
Early on, it looked like Arsenal would have no problems d
They hogged possession for the first five minutes and after Aaron Ramsey and Ozil went close the opener seemed only a matter of time.
But instead of Arsenal it was the hosts who got it when Jonathan Cafu got in-between Shkodran Mustafi and Carl Jenkinson to volley Wanderson’s teasing free-kick past Ospina, who stayed rooted to his line.
And things got worse when tricky customer Cafu bamboozled Kieran Gibbs and Arsenal’s all-at-sea defence froze again in the biting Bugarian cold, allowing Claudiu Keseru to nip and divert his teammate’s cross past Ospina.
After missing the chances they created in the first-half at the Emirates, this time Ludogorets took them, to leave Arsenal facing another big test of character.
But just like when they got pegged back at Sunderland on Saturday, they regained their composure — and the response was impressive.
Granit Xhaka halved the deficit from Ozil’s cross to give them a foothold in the game.
And though Ludogorets continued to give their boisterous fans moments to lift them out of their seats, Olivier Giroud marked his first start of the season by heading in Ramsey’s cross to end a crazy first-half and make it 2-2.
Calm finally broke out after the break, though Arsenal needed Ospina to race off his line twice to deny Wanderson when the game sparked back into life just after the hour.
The visitors were barely threatening, and Sanchez blew one of the rare chances they created with poor first touch.
But Ozil had the final say when he raced onto a through-ball, rounded Borjan and left two defenders floundering on the floor before tapping into an empty net.