Wilson netted from the spot after winning a penalty to become the first Cherries player to net against the north Londoners in four competitive matches.
Wilson, who has recently been linked with Newcastle although boss Eddie Howe has denied he will be on his way, says he never doubted that he would find the back of the net.
Wilson told the Daily Echo: “It meant a lot to get our first goal against them. I was an Arsenal fan as a kid as well, so that made it even more special
“I’m confident in my ability – I always thought I’d score. It’s great to score against any Premier League side but especially the big ones.”