The Gunners boss has been impressed with the way in which his goalkeeper has responded to being dropped from the first team, now in fine form going into the final few games
The Poland international was dropped earlier this season after a series of poor performances, notably the Gunners' Champions League game against Bayern Munich, with Lukasz Fabianski played in his place.
However, the shot-stopper has been restored to the first team and was in fine form in Arsenal's 1-0 victory over QPR on Saturday, particularly impressing Wenger with one save from Loic Remy.
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"It shows the importance of a goalkeeper. We needed him once really and he got there. I must say Remy took the shot very well and very early. He needed a special save.
"I felt that first when I saw him dive, I thought he would not get there, but he extended his final resource very well and that got him there."
Wenger also added that Szczesny has returned to the team a better player and was full of praise for the way he has responded to recent setbacks.
"[Competition] is very good for him. You know him as well," he added.
"I must give him credit because in this competition [from Fabianski], he responded very well, worked hard and when he came back, he was sharper when I left him out, from the first game on. He has responded very well.
"That's what you've seen with people like [David] Seaman, with [Jens] Lehmann when I took him out. They always came back stronger. He does that well. He's in good form now."