The Gunners will face Manchester United in the semi-finals of the competition, following their 3-0 win at Emirates Stadium.
“It was important for us to defend well against a very good technical team and when we won the ball our pace and speed made a big impact, and overall that was the difference between the teams,” he told Sky Sports.
Wenger continued: “It was very satisfying (the clean sheet). We remained serious and focused when it was 3-0 and that is very good.
“We still miss many players and we cannot afford to lose any more. Defensively we are short.”
Wenger added on facing United in the semi-finals: “It will be interesting. It will be a big challenge but we are excited about that and we will give absolutely everything to get through.
“It says that at the moment the Premier League is the best in Europe. To have three teams out of four in the semi-finals every year is not a coincidence.”