It took just 42 seconds for the French champions to get off the mark, Edinson Cavani heading home from Serge Aurier's right-wing cross.
The Uruguayan missed an open goal late in the first half, however, while excellent goalkeeping from David Ospina kept him, as well as Aurier and Angel Di Maria, at bay in the second half.
Alexis Sanchez scored 12 minutes from time to send the Gunners back to London with a point, and Wenger felt his team expertly exploited a drop in PSG's energy.
