Arsenal were hammered 5-1 in the Champions League last Wednesday having been level at the interval and that was playing on the French manager's mind against National League strugglers Sutton.
Goals from Lucas Perez and Theo Walcott ensured the Gunners avoided further humiliation, but it was a less than convincing display and scoreline that will have done little to ease the pressure on Wenger.
"I did not really enjoy it because we absolutely had to do the job and it is tricky," he told the BBC.
"At Bayern we were 1-1 and then in the second half it all went wrong so at half-time at 1-0 up it was not finished.
"We did the job. It is very different, I must say, on this kind of pitch. It was not an easy game at all.
"We have to give them credit because every error we made they took advantage of on this pitch. They played very well.
"It is basically division five and when I arrived here 20 years ago in division five they were not as fit physically as they were today. They were organised and had a huge desire.
"If we were not mentally prepared we would not have gone through. It is important for the confidence of the players."
Arsenal now meet National League leaders Lincoln City in the quarter-finals.