Former Portsmouth defender Anthony Vanden Borre then saw a miskicked effort loop onto the top of the crossbar, before third-choice Arsenal goalkeeper Emiliano Martinez saved from Steven Defour as the Belgians looked to seal a famous victory.

However, a superb volley from left-back Kieran Gibbs levelled the tie on 89 minutes, before substitute Lukas Podolski swept home a last-gasp winner.

Arsenal are now clear in second place, three points behind leaders Borussia Dortmund, who thumped Galatasaray 4-0 in Istanbul and head to the Emirates Stadium on matchday five.

“We have learned a lot about Anderlecht from Wednesday night and if we beat them (again in London next month) then we have a good chance to qualify, after that we play Dortmund at home and will see what we can do,” said Wenger.

The Gunners boss felt as long as Anderlecht failed to put the result beyond doubt, there would always be some late nerves at the Constant Vanden Stock Stadium.

“The turning point was then not to concede the second goal. They had a good chance that they didn’t take and in the end, the quality of the players who came on and our experience made the difference,” Wenger said.

“But as long as we didn’t concede the second goal, I thought we had a chance to take at least a point.

“It was a bit unexpected to take the three (points), considering the quality of the match that Anderlecht played.”

Wenger added: “I know by experience that the last five minutes in the Champions League, the nerves play a part, and that we had to get into these five minutes without conceding the second goal.

“Of course, if they had scored the second goal, it was game over. I had hope, it didn’t look like (it would happen), but it happened and that means we took all the risks and in the end, it paid off.

“It is a little bit a gambling situation that happens in this kind of games and it worked tonight. But it did not look obvious, that is for sure.”

German forward Podolski has seen his first-team chances limited this season, but Wenger retains full faith in the World Cup winner who had been linked with a move away from Arsenal.

“He is frustrated and I understand that of course, but he is important as well and he showed that and he will be important in the coming months,” said Wenger.

Anderlecht manager Besnik Hasi, meanwhile, was left less than impressed by the way his side were defeated.

Hasi claimed there had been a clear foul on Defour in the build-up to Arsenal’s winner, which was not given by Spanish referee Carlos Velasco Carballo.

“The performance of my team was nearly perfect, apart from in the last three minutes,” he said. “We tried to score the second goal, but when you don’t they can catch you.

“But there was a huge foul (on Defour) and the referee has to take responsibility for that, but this is what happens with a smaller club sometimes.”