The Gunners left the Signal Iduna Park with a 2-0 defeat last night and Jurgen Klopp's side were considerably better in almost every key area.
As such, Dortmund captain Kehl feels Arsenal could have lost be three or four goals, while he insists he was not surprised by how good he and his team-mates were on the night.
"I'm not really surprised [by how dominant we were]. We know we can be very good when we put a lot into it and that's what happened tonight," Kehl told Uefa.com.
"Arsenal never really got into the game, they never really got going, and in the end we scored and deserved to win based on the way we played. We were alert, in good form and that caused them a lot of problems
"I never really felt that [it wasn't going to be our day] because they never got a hold in the game. Apart from one minor chance in the first half, Arsenal never really offered much.
"I was very confident after we got the first goal and I knew we'd be going for it again in the second half. We could easily have won three or four-nil."
Arsenal's next clash comes against Galatasaray at the Emirates Stadium. The Turkish side drew their opener 1-1 win Anderlecht, meaning a win for the Gunners would put them second in Group D providing Anderlecht do not beat Dortmund.