Saka, who scored in Arsenal's 3-1 win against Chelsea on Saturday, was a constant threat against Brighton and set up Alexandre Lacazette's 66th minute winner.
The 19-year-old made his England debut in October after a breakthrough 2019-20 season and has been a rare bright spark in Arsenal's turbulent campaign.
The win lifted Arsenal to 13th on 20 points and eased some of the pressure on Spaniard Arteta after a rocky run of seven games without a win had left them only four points above the relegation zone.
"I would like everybody to be cautious and let him be and let him develop. I think he's having the right progression," Arteta told reporters of Saka.
"I think he's got the right people around him in his house in his entourage. And he's got the right team mates as well to support him all the time, give him confidence, keep his feet on the floor.
"And hopefully we can be the right coaches around him, be the right club to see the player that he can be in the future."
Tuesday's win was Arsenal's first back-to-back league victories since the opening two games of the season and Arteta said it should give the players more belief.
"You need the results to start confidence and now with two wins, I think everyone is in a much better mood," Arteta said. "The best medicine is wins -- it's a different world and a different story. The picture looks much better at the moment."
Arsenal next travel to West Bromwich Albion on Saturday.
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