A well-drilled Wanderers outfit managed to repel a Gunners attack led by Olivier Giroud and Alexandre Lacazette for half an hour before the Premier League visitors banged in three goals before the break at ANZ Stadium on Saturday night.
Even then Tony Popovic's side refused to surrender, disrupting Arsenal's rhythm in the second half and scoring a consolation goal when Steve Lustica converted an indirect free-kick for an eventual 3-1 result.
Wenger was impressed with the A-League side's intensity and even said their physicality was superior to that of the Sky Blues, who'd had a week's less pre-season training behind them when they lost 2-0 to Arsenal on Thursday night.
"It's a bit similar to what we have seen against Sydney FC (in that) they defend with heart," Wenger said.
"This team looks a bit more physical and a bit more ready, a bit more advanced physically than the opposition we had the other night."
"I felt we did very well in the first half against an opposition that made the game difficult for us ... they pushed us to go into the challenges."
Wanderers coach Tony Popovic was delighted with his team's resilience and structure against far stronger opposition.
"It was a very impressive display by us considering there's so many new players," Popovic said.
"As a unit we defended extremely well ... second half we looked more dangerous, I think they grew into the game and had more confidence on the ball.
"There were a lot of pleasing signs from our performance tonight."
Roly Bonevacia and Josh Risdon made their club debuts in the starting XI while fellow new recruits Chris Herd and marquee striker Oriol Riera came off the bench.
"Every new player contributed," Popovic said.
"I didn't expect some of the players to play 90 minutes but it shows how good a shape they're already in at this early stage."