The Dane played and helped the Gunners to a penalty shoot-out Capital One Cup victory at West Brom in his first appearance for the London club for over two years.
Bendtner - whose last Arsenal run-out had come in August 2011, since when he had been loaned to Sunderland and Juventus and then failed to secure another move over the summer - spearheaded the attack in a first XI showing nine changes from Sunday's Premier League win over Stoke.
Asked about Bendtner after the third-round tie, Wenger said: "I thought overall he had a good game.
"For a guy who has not played for such a long time, and on his own up front, he did very well."
"One thing you don't question too much with him is his confidence.
"I believe for Nicklas, the most important thing for him is to stay fit. As for the rest, he has the talent.
"It is important that he is now consistently present and works hard physically. He has top qualities."
Wenger fielded several young players inexperienced at this level, such as 20-year-old first-time starter Thomas Eisfeld, debutant Isaac Hayden, Kris Olsson - another making his senior bow - and Chuba Akpom, with the latter pair coming off the bench and scoring in the shoot-out.
Wenger, whose team host Chelsea in round four, said: "I am proud. We played with many young players and they showed they are not only good footballers but that they can fight as well.
"I decided to go for young players with the penalties and they coped well with the pressure."
On drawing Chelsea he added: "It will be an interesting game. They have a very large squad so we will know we are playing another Premier League team, and on our side, we are at home. So it will be interesting."
West Brom made eight changes to their starting line-up from their Premier League win over Sunderland and Albion joint-assistant head coach Kevin Keen felt the team had performed well.
"I think over the 90 minutes we probably just about shaded it and over the 120 we definitely shaded it," Keen said.
"So to come away without going through to the next round is rather deflating - and the lads are disappointed.
"But we have to pick ourselves up and get ready for Old Trafford (the Premier League clash with Manchester United) on Saturday.
"There were some fantastic performances that are a big, big plus.
"But overall we're disappointed because we're out of the League Cup for another season."