Kai Havertz and Bukayo Saka scored on the night, though PSG pushed the hosts after halftime.
Asked if he wanted to close out the game earlier, Arteta said: "Yes. Especially the way we played in the first half. How determined and brave we were, the quality that we showed against this opponent to be so dominant and score the two goals.
"We wanted a different second half probably. To continue being that dominant and be a bit more secure with the ball than we were. We had three chances to score the third goal and that probably would have killed the game. We didn't.
"But credit to them. The changes that they made and the adaptations that they made forced us to play in a different area of the pitch where we had more problems to win territory and control the game the way we did in the first half."
Arteta continued: "It's a night to be really happy because we played one of the best teams in the world for sure and we managed to perform and win the way that we did. It's a really good sign for the team.
"I think it raises the confidence and the belief that we can compete with any team at that level, in European competitions, in European games are very different to the PL. I think we showed a lot of maturity in the way we played and we put our stamp in the way we want to behave in Europe against top teams, and I really like that."