"We know we have to win our away matches this season if we are going to be champions because we dropped far too many points last season.
"In previous years we have been too easy to beat away from home but we have shown this week that we are able to win these games. That is the key."
The Gunners fell behind in the 14th minute at the Reebok Stadium when Davies headed in Joey O'Brien's corner.
But, having hit the post through Emmanuel Adebayor and Alexandre Song, Arsenal levelled on 26 minutes when Nicklas Bendtner slipped the ball through for Emmanuel Eboue to score.
A minute later, Denilson crossed for Bendtner to slide in and after withstanding second-half pressure, Denilson scored a third from Adebayor's cross with two minutes left.
Wenger praised his side's battling qualities, saying: "We've sometimes dropped points at teams like Blackburn and Bolton in the past but in both games we won in a convincing way."