The German winger tore the Gunners apart in a sensational opening 45 minutes, helping create goals for Bernardo Silva and David Silva before then scoring himself.
The victory moved City 16 points clear at the top of the Premier League and Sane said working under City manager Pep – who celebrated his 100th game in charge at the club at the Emirates – was helping him improve all the time.
“He always tries with every player to give our all - 100% of what you have,” Leroy revealed.
“You don’t rest. In every training session and every game, you have to give the best.
“I have improved so much (under Pep). Every player in our squad can tell you that.
“He’s a really good coach. He always tries to see where you can improve, with your mistakes.
“He tries to help you.”
Leroy also reflected on that wonderful first half display when he helped create City’s opening two goals before then adding the third himself.
“We had a really good first half. We played really well altogether,” he added.
“We scored three goals - two counter-attacks. Every one of us played the ball really well at a fast speed.”
Team-mate Bernardo Silva hailed Leroy’s role in creating his stunning 15th minute goal which set City on their way.
The German winger produced a dazzling run down the left wing before superbly finding Bernardo on the edge of the box.
The former Monaco man then cut inside before curling a stunning shot past Petr Cech into the top corner of the net.
And Bernardo insisted City were determined to maintain their high standards between now and the end of the season.
“My goal was great play from Leroy Sane. I had space on my left foot. I cut in and shot. It was a good goal I’m happy with that,” said Bernardo.
“It was a great game for us, especially the first half. We were focused. We’re very happy to stay 16 points ahead of Manchester United.
“We want to win the league as fast as we can.”