Wenger's side could ill-afford another setback after their embarrassing opening day meltdown against West Ham and they rose to the challenge at Selhurst Park on Sunday.
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Still haunted by last season's spluttering start, which he regards as the root cause of their failed title bid, Wenger was desperate to avoid being cast adrift of early pace-setters Manchester City because he feared the damage to his players' morale would be fatal.
Although they were still someway short of their best, the Gunners did enough to subdue a dangerous Palace outfit with a composed performance, prompting Wenger to hail the result as a huge moment in his club's season even at this early stage.
"We have shown a strong response. We have shown aspects of our game that are important in the Premier League," Wenger said.
"When Palace came back to 1-1 we were tested after what happened last weekend. It was important to see how we responded because this is a difficult place to come. I'm sure they will beat many strong teams.
"It was a bit scary when we missed those chances. We are used to being punished after that which makes the three points more important.
"To get the points is already a bit of turning point because to lose would have been a big blow mentally."
One of the key figures in Arsenal's strong finish to last season was Alexis Sanchez and the Chile winger's belated first start of the campaign, after an extended break following Copa America duty, brought an extra menace to the Gunners' attacks.
Wenger admitted Sanchez was still short of full fitness, but he was delighted with the Chilean's commitment, epitomised by his leaping header that led to Damien Delaney's own goal.
"He brings drive, he brings pressure on the opponent, he brings chances," Wenger said.
"When it was 1-1 it is no coincidence that he found the header for the goal over Joel Ward. He is a fighter. It was more desire than fitness at this stage.
"He has had only two weeks' training but he still had the mental resources to score a vital goal for us.
"It's not a 100 per cent fit Sanchez but it's a 100 per cent motivated Sanchez and sometimes that's enough."
Wenger also reserved special praise for Mesut Ozil, whose clever passing was allied to the kind of unstinting work rate he is sometimes criticised for lacking.
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"Ozil had a very good performance, it is a pleasure to watch his passing and his intelligence," Wenger said.
"The rest of his game was absolutely magnificent as well. He works harder than people think he does.
"He is not spectacular in his defending but he wants to help the team. What I want from him is a few more goals this season."
While Wenger was relieved to get back on track, Palace manager Alan Pardew was left to rue what might have been if referee Lee Mason had sent off Francis Coquelin, the Arsenal midfielder who went unpunished despite making several crunching challenges while already on a booking.
"The foul before half-time is debatable but then he makes another foul after half-time and he should have gone. There was an immediate reaction because they took him off," Pardew said.
"Arsenal were sharp and bright. They were a lot more intelligent in their passing than against West Ham, but we had better shape as the match went on and it might have been a different result if we'd got the second goal."
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