The Belgian opened scoring with a header close to goal early in the clash and received praise from manager Roy Hodgson before expressing his own relief in post-match interviews.
Having spent much of this season sidelined by a lengthy injury, Benteke has had to fight to regain his place in the Palace team and today showcased just why Hodgson entrusted him with leading the line in one of the Eagles' toughest challenges.
He said: "I'm really happy and really pleased to get back on the scoresheet. It's been a tough, tough year for me with injury and then coming back and just waiting my turn. I'm really happy today.
"I'm happy, I'm happy about my performance this afternoon because it's not just the goal, we work really hard, myself and Wilf up front. We try to put the pressure on their midfield. We know how hard it is to play against Arsenal, especially when they play at home so we can be pleased about our performance.
"I'm not someone who shows emotion but inside I was really, really pleased and happy with myself.
"I will just keep doing the same that I've been doing before when I was scoring, when I was in form. The main thing for me now for the last three games is just to stay fit. I know when I'm in form, when I'm 100% fit, I know what I'm capable of doing."
The win sees Palace now mathematically safe in the Premier League, although Benteke was keen to remark that his side didn't travel to north London looking for safety but victory and a strong display.
"It feels good when you play this kind of game especially against the big teams," he said. "But we were not talking about relegation anymore because we know we are much better than that. We just came here to get those three points and that's what we did."
For full post-match reaction and highlights later tonight, head over to Palace TV now either by clicking here or on 'Palace TV' in the app.
