Didier Drogba and Alex scored the goals for the West Londoners.
“Whenever we play Arsenal they worry me because they are one of the teams that can take the ball off us and we might not get it back for a period,” he told Sky Sports.
“They did that today without scoring thankfully. They do worry me and I was absolutely thrilled that we got the three points against them.
“We are managing to be very consistent with picking up points now. We were desperately disappointed with the way we played against Manchester City.
“We put that right against Marseille and today has been a fantastic win for us.”