Villa recovered from conceding an early goal to run out convincing winners at Emirates Stadium thanks to Christian Benteke's brace and debutant Antonio Luna's late goal.
Agbonlahor was an influential figure in the victory as he was twice brought down for penalties and was described as 'unplayable' by manager Paul Lambert.
The 26-year-old has been rediscovering his best form in 2013, but is taking nothing for granted ahead of Villa's return to the capital to face Chelsea on Wednesday.
"I feel good," Agbonlahor told Sky Sports. "I had a disappointing season two years ago, but the last two seasons have been better.
"It's nice to get off to a good start, but it's only one game and we'll not get ahead of ourselves. We'll just take that to Chelsea."
Arsenal were unhappy with the award of the second penalty, but Agbonlahor is confident the referee made the right decision after he was felled by Laurent Koscielny.
He added: "I thought it was a penalty. He might have got a little contact on the ball, but to slide in the box and not make clear contact with the ball, the ref has got to give it from his view."
Villa are tipped for bright things this season after surviving a brush with relegation last term, and Agbonlahor has praised the spirit within Lambert's squad.
"I think people wrote us off, with a young side and with players that people hadn't really heard of," continued Agbonlahor.
"We showed today that, if you've got the team spirit and everybody works together, you can get a result anywhere and we've proved that."