Ostersunds head coach Graham Potter famously has his squad perform amateur dramatics productions as a means of team building, but they suffered stage fright on the big night at their Jamtkraft Arena.
Nacho Monreal's opener and an own-goal from the unfortunate Sotirios Papagiannopoulos gave Arsenal a 2-0 lead inside 24 minutes and Mesut Ozil's goal before the hour further smoothed Arsenal's path towards the last 16.
"We started well and controlled the game against a good side," Wenger told BT Sport.
"They beat Hertha Berlin here, they drew 2-2 with Athletic Bilbao. You can see they're a quality team.
"Maybe we didn't push enough in the second half but overall it was job done in a serious game.
"They looked nervous at the start and we took advantage of it."
Ozil was making his first appearance in the Europa League this season as Wenger opted for a stronger line-up than in the group stages.
"We'll see, maybe, we'll see," Wenger replied when asked about selection. "It's important for us to win the game at home and we will try to put out a team who will win it.
"I think the younger players played many games in the group stage and did very well. That's why I keep them in the squad and play them when I can."