Arsenal found themselves 1-0 down after less than 10 minutes due to an Eden Hazard strike.
And despite a fortunate equaliser thanks to an Antonio Rudiger own goal, Chelsea remained the better team in the first half.
Wenger made a tactical switch in the second half dropping Mohamed Elneny deeper and it paid dividends as Arsenal enjoy more possession.
And Granit Xhaka sealed Arsenal’s place in the final against Manchester City with a toe-poke into the net.
After the match, Wenger was honest in his assessment of his side’s first-half display.
Wenger said: “In the first half we gave Chelsea too much respect and distance.
“We were a bit scared to go for it and we suffered from that.
“We were not playing in the right position but we amended that in the second half and took control of the game.
“We knew we could perform better in the second half and that’s what we did. In the first half we watched them play a bit but we were tighter after the break.”