Arsenal strengthened their position at the summit as they chase a first league crown in 22 years. Arteta, however, urged focus with many games still to play.
"We still have to win so many games to achieve what we want," he said.
Martin Zubimendi opened the scoring late in the first half before substitute Gyokeres struck from a Kai Havertz pass and added a stoppage-time second after Gabriel Martinelli set him up.
Gyokeres has now scored 13 goals in all competitions, including six in his last eight appearances after early-season criticism following his move from Sporting Lisbon.
"Confidence is the magic word," Arteta said. "We are behind him in every moment to support him, and he is delivering."
Arsenal have also benefited from strong squad depth, scoring nine Premier League goals through substitutes this season - more than any other side.
"Sunderland are a very good side and always a battle," Gyokeres said. "We've shown players can come from the bench and make an impact, which is a very good sign."
Tottenham attacking midfielder Xavi Simons has confirmed he will miss the remainder of the Premier League season and the World Cup after suffering a serious knee injury in Spurs' win over Wolves.
Roberto De Zerbi believes Tottenham's dramatic 1-0 victory at Wolves can finally trigger a much-needed "change in our mentality" as his side continues its desperate fight for Premier League survival.
Mikel Arteta insists two major refereeing calls have gone against Arsenal at crucial moments in the title race after their crucial 1-0 win over Newcastle on Saturday.
Arsenal climbed back to the summit of the Premier League with a tense 1-0 victory over Newcastle on Saturday, edging three points clear of nearest challengers Manchester City.
