Per Mertesacker scored the vital equaliser in the 82nd minute to force extra time after the Arsenal vice-captain fouled Callum McManaman to allow Jordi Gomez to put the holders in front at Wembley.
Success or failure depends on so little in this game, it can drive any normal man mad
Arsenal failed to add a second in the additional 30 minutes of play but held their nerve to win 4-2 in the penalty shootout, with Lukasz Fabianski stopping two spot-kicks.
“Yes I think so [Arsenal have overcome a mental block]. Mentally we were strong, determined, we were ready for the fight and everybody gave everything,” Wenger told ITV.
“Success or failure depends on so little in this game, it can drive any normal man mad.”
He added: “We wanted so desperately to through tonight that the repcrussions of going out would have been terrible on the mental front.”
Wenger admitted it was one of the most emotional games of his Arsenal reign, with the Gunners manager yet to sign a new deal despite his current contract expiring in the summer.
“One of the top ones emotionally because Wigan played very well. They are very strong. On top of that, we were one nil down with no chances,” Wenger added.
“You could see we had a hell of a job to do. We got a little bit of a lucky goal and of course it is down to nerves in the penalty shootout.”
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