The deadline-day arrival from Manchester United wasted little time in making his presence felt in his first outing for Arsenal on Saturday as he produced a bustling performance in the 2-2 draw with Premier League champions Manchester City.
Welbeck's Arsenal career almost got off to a dream start when he chipped City goalkeeper Joe Hart with less than 15 minutes played, only to see his effort rebound off the post.
Wenger was pleased with the promise shown by the striker, who was withdrawn after 88 minutes at the Emirates Stadium with cramp.
"He did well," said the Arsenal boss.
"I believe that he needs to develop his link play with our players but that is a bit normal.
"It's sad that he couldn't take his chance but overall every time he had an opportunity to find some space he looked dangerous.
"There are some things to work on with him to integrate him well into our game but I'm happy with his first game."
Jack Wilshere opened his account for the season with a fine goal as he looks to put the injury problems that dogged him in 2013-14 firmly behind him.
Wenger said: "It looks like [the City game] was the first time he found it on a consistent level through the 90 minutes.
"He's coming back physically to his level where he can be.
"Unfortunately, it takes time to find that fraction of a second where you feel you can make a difference and it's so important in the modern game to get away from people when you win the ball."
