The Gunners have emerged as something of a dark horse under the Spaniard.
In a short space of time, Arteta has transformed the club - winning the FA Cup and Community Shield.
And on the opening game of the season, Arsenal blew Fulham away in a 3-0 win.
But on Saturday they faced a much trickier opponent in the shape of West Ham, who managed to nearly get something out of the game.
Arsenal had taken the lead through Alexandre Lacazette but the Hammers struck back on the cusp of half-time thanks to Michail Antonio.
And it was David Moyes' men who looked the most dangerous at times.
But Eddie Nketiah's late strike managed to salvage all three points to make it two wins out of two.
However, Arteta was less than pleased with his side's antics.
"We were a little bit lucky in certain moments for sure," the Arsenal manager told a news conference.
"But as well, we find a way to win it and it's the mentality I want that the team always believes that we can do it up until the last moment.
"Even if we have difficult games where we suffer, we make it difficult for ourselves in certain periods, but in the end it's three points.
"This is why we are here. As well, take some big notes because there are a lot of things to improve."
Arsenal's win makes it two out of two and shows their other competitors they are prepared to fight for a spot in the top four.
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"What I liked was the approach that the boys had in the last 25 minutes, when I could seem them coming down a little bit, and they lifted up," Arteta continued.
"Probably, a few months ago, we would have drawn or lost that game and today we won it.
"In the end, you have to find a way because you are going to have games like this through the season."