Henrikh Mkhitaryan impressed with a busy midfield display as the Armenia international helped take down Ostersunds in the round of 32 clash.
The former Manchester United star continues to settle into life at Arsenal after moving from Old Trafford in a swap deal that saw Alexis Sanchez switch to Old Trafford.
"He has worked very hard, I think it was a positive performance," Wenger said of Mkhitaryan, who provided the assist for Ozil's goal.
"He adapts slowly to the team. He had a positive game."
The manager picked a strong side for the first leg, and does not expect to make wholesale changes when Arsenal welcome Ostersunds to London for the return fixture.
Nacho Monreal, Mesut Ozil and a Sotirios Papagiannopoulos own goal ensured the Gunners took a comfortable lead from their trip to Sweden, although goalkeeper David Ospina had to save a late penalty from Tom Pettersson.
With Arsenal eight points outside the Champions League qualification places in the Premier League, the Europa League may be their best route to qualifying for the continent's elite club competition – the winners going straight into the group stage.
And although Arsenal have an EFL Cup final appearance at Wembley against Manchester City to prepare for on February 25, three days after Ostersunds head to the Emirates Stadium, Wenger is not considering major rotation to his squad.
"I don't think I will rest [players], I will try to win the game again," said Wenger, who named a strong starting line-up despite being without unavailable strikers Pierre-Emerick Aubameyang and Alexandre Lacazette.
"Maybe rotate, play the players who didn't play and rest one or two who played.
"I think we adapted quite well to the [artificial] pitch. They were maybe a bit cautious at the start and we took advantage of it and took control of the game once we opened the scoring.
"At 2-0 at half-time I think that it was important for us not to concede a goal and win the second half. In the second half there was maybe room to score one or two more but we were in control and once we went 3-0 up we did not push on, and we won in a comfortable way."
Ospina, named captain for the game, ensured the Gunners maintained a three-goal advantage for next week's return game by denying Pettersson from 12 yards after Hector Bellerin brought down substitute Tesfaldet Tekie.
"For me it was important not to tarnish our performance tonight," Wenger said of Petr Cech's deputy keeping a clean sheet. "We were a bit too easy in that situation [conceding the penalty] and it would have left a bitter taste.
"The risk at the start was that I didn't know how tough the pitch would be for our players. We have no game on the weekend [Arsenal having been knocked out of the FA Cup in the third round] so that was an easier decision.
"The only risk was injury, overall I am happy there was no problem. The pitch was quite good."