Thomas Vermaelen's 95th minute winner secured a 2-1 victory for Arsenal - who have now come from behind to win all of their last four matches.
Van Persie and Netherlands team-mate Krul exchanged words after the striker's goal cancelled out Hatem Ben Arfa's opener, and they clashed once again following Vermaelen's late strike.
Referee Howard Webb dished out yellow cards to both players, but Wenger admitted he feared his talisman may have been given his marching orders - and with it an unwelcome suspension.
"I'm happy Robin stayed yellow and not red," Wenger admitted. "I don't know if it is history from Holland with Krul or just today's story. They looked a bit nervous during the game.
"But Robin gave everything again and our effort was relentless. We kept going until the last seconds."
Van Persie and Krul continued their spat in the tunnel after the final whistle, but Wenger could not fault his players' commitment.
"We needed something special to beat them and what beat them was our relentless effort to win," he added. "There was never a point when I thought we wouldn't win such is the belief in this team."
Magpies boss Alan Pardew admitted Van Persie may have felt Krul was time-wasting.
"I don't really know what was going on at the end. When there's a last-minute goal things tend to spill over," he said. "There were verbals between Van Persie and our goalkeeper. Maybe our keeper took a bit too long for one or two of the kicks.
"Obviously we are disappointed, even more so because we had the ball in their corner in the 94th minute. We were running out of steam and I can't fault my players for their commitment and effort. We have to make sure this doesn't put us on a downer between now and the end of the season."