Arsène Wenger’s side fought back from two goals down to record a 5-2 win over their North London rivals at Emirates Stadium on Sunday.
Sagna sparked the fightback with a header five minutes before half time and the French international says it took great character to get the job done.
“It might be the beginning of something,” he told Arsenal Player. “We lost quite heavily at AC Milan but we promised ourselves we would keep playing even if we kept losing. That is what we did. If we didn't keep fighting then we would have lost this game.
“That is the best experience as a player and as a fan. We did the job properly in the end, although it was hard because we were 2-0 down. We had to show resources mentally to come back and we did it.
“We could not have let it go on like that. This is one of the most important games during the season. In this stadium, in this game we could not lose. We managed to play our own football, keep our heads up and score the goals for the win.”
Sagna’s strike was his first since November 2010 and the right back admits there was no better time to notch only his third Premier League goal.
“I knew the ball was going to come back to me and that is why I stayed forward,” he said.
“I wanted to score especially because the first game away was difficult for me. I am just very, very happy because this was a day to score.”
