The England winger picked up two assists, scored one penalty and won another as the title-chasing Gunners blew West Ham away 5-2.
Saka has already hit seven goals this season and is the first player in any of Europe's big five leagues to reach double figures for assists.
"I'm happy so far but you know, I have to keep going," he said.
"I can't get complacent. It's a long season and we're only in November so, I need to continue like this."
Arsenal bounced back from five Premier League matches without a victory by beating Nottingham Forest 3-0 last weekend, and then racked up 10 goals in back-to-back away wins against Sporting Lisbon, in the Champions League, and the Hammers.
"It was a lot of fun, a lot of goals and we enjoyed it," added the 23-year-old, whose side face Manchester United at home on Wednesday.
"We've been playing like that in the last few games, scoring a lot of goals. We're in good form, confident, and we're enjoying our football.
"We've built a lot of momentum, we've played really well in the last three games; it's not just that the results were good but also the way we played.
"So we're happy, we're confident and we're going to take it into the next game which, we know is a big one.
"We're feeling good, we're feeling ready for it, we're confident, so let's go!"
Just as they had in Lisbon, Arsenal had five different scorers with Gabriel Magalhaes, Leandro Trossard, Martin Odegaard - also with a penalty - Kai Havertz and Saka finding the net.
With West Ham having lulled Arsenal into a false sense of security by going 4-0 down, goals from Aaron Wan-Bissaka and Emerson Palmieri briefly made things interesting.
But Saka rolled in his penalty on the stroke of half-time, after Lukasz Fabianski punched Gabriel rather than the ball, to extinguish any jeopardy and ensure the second half was a non-event.
Hammers boss Julen Lopetegui must have been shifting uncomfortably in his seat in the directors' box, having been banned from the touchline for picking up more yellow cards than his team have managed home wins this season.
The Spaniard's job is still understood to not be under threat despite their latest setback, which came against a side in irresistible form and on the back of an encouraging 2-0 win at Newcastle on Monday night.
"The goals were very easy to avoid," said Hammers captain Jarrod Bowen.
"As a team we made too many mistakes, and against a top team like Arsenal, you're going to get punished."