Arsene Wenger: Win at AC Milan to 'lift the belief' at Arsenal

WATCH: Arsenal snap winless run in Milan (0:59)

Arsenal eased the pressure on Arsene Wenger with a 2-0 victory in their Europa League round-of-16 first leg against Milan. (0:59)

MILAN -- Arsene Wenger hopes Arsenal's win at AC Milan will "lift the belief" of the team after going through one of the roughest patches of his tenure, but also warned they must "finish the job" against the Italians next week.

Arsenal won 2-0 at the San Siro on Thursday in the first leg of the Europa League's round of 16 thanks to first-half goals from Henrikh Mkhitaryan and Aaron Ramsey, halting a four-match losing streak. It's a win that will ease the pressure slightly on the under-fire Wenger, who may need to win this competition if he wants to return next season.

"At some stage you need to respond, and to respond together with a good performance. That's what we did tonight," Wenger told a news conference. "We have won a game, we are not qualified.

"What the result will mean, it will lift the belief in the team again. Because when you lose three games in six days it's always very difficult. But we want to keep our focus and finish the job next week."

Having lost to Brighton on Sunday following consecutive defeats to Manchester City, Arsenal looked a completely different side at the San Siro. While they had a shaky start, Mkhitaryan put them ahead with a deflected shot in the 15th minute and Ramsey finished off a well-worked move by rounding goalkeeper Gianluigi Donnarumma and scoring into an empty net just before half-time.

When asked why Arsenal were so much better than they have been lately, Wenger said the two losses to City -- in the Carabao Cup final and the Premier League -- had also had an impact on the Brighton game.

"We played a cup final in the middle of the season on a Sunday, and against the same opponents again on Thursday," Wenger said. "It's like a boxing match, you know. When you're half knocked down and you have to face another opponent before you got up again.

"Because it's difficult to recover from a defeat in a cup final when you put so much effort in. So you're always in danger. That's what happened to us, we had no time to recover, no breather. So backs to the wall tonight, and we had to respond. And that's what we have shown, we needed to find mental resources."

But the Arsenal boss also admitted that his team were a bit fortunate not to concede early, which could have led to a completely different game.

"Sport is sport and football is football. Today we started the game, we faced three or four corners. We got away with it, maybe if one goes in we stand there again," he said. "You have to accept what no one accepts anymore, it's as well a part of the coincidences in the game."