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The Gunners, who secured passage to the knockout stage on Wednesday evening, topped Group B with a game to spare after they battered their French opponents with six different goalscorers.
Kai Havertz, Gabriel Jesus, Bukayo Saka, Gabriel Martinelli and Odegaard struck in the first half before Jorginho added their sixth from the penalty spot late on.
- Arsenal 6-0 Lens - Match report
- How the teams lined up | Match stats
- Champions League group tables | Fixtures | Results
- Download the Sky Sports App | Find out more about Sky Sports
It was also a win that secured the club's 100th Champions League victory and Odegaard insists the Gunners are constantly striving to produce statement performances.
"Every time we play we want to send a message," said Odegaard.
"Of course, we want to win every time we play and we want to put on performances like this.
"The way we started the game was brilliant. We had complete control of the game with the ball. We played with a really high rhythm and intensity and we were effective in front of goal.
"The last few games we've been really good defensively and we wanted to show even more on the ball and to get some more goals as well.
"We did that and we knew what we were playing for and we saw the motivation and the hunger out there."
Arteta: It's a genuine dream
Arteta admitted it was a "genuine dream" watching his side hit Lens for six.
"We had a chance to qualify today and we've done it in a really convincing way against a really good side," he said after the game.
"The team from the beginning showed a lot of aggression and determination to go for the game.
It's a great that we are able to win in this way, but I think consistently we have shown at home not to concede any goals, and score a lot of goals, that's a really positive factor.
"The players need to believe we can do that against big opponents
"Now let's wait, we have to park it and in February we will know who we are facing and let's see how we are in that moment."
Odegaard: Rice proving his worth
Meanwhile, Odegaard believes his "amazing" midfield partner Declan Rice is already proving his worth at Arsenal.
England international Rice, a £105m summer signing from West Ham, was among a host of standout performers in the 6-0 demolition.
Arsenal captain Odegaard has been impressed with the instant impact and consistency of his 24-year-old team-mate, who has been ever-present in the Premier League and Europe this term.
"It's brilliant - I think he's been amazing since he came here," the Norway international said of Rice.
"Every game he's showing his qualities. He's a great player, a great guy, so a great addition to the squad."
Arteta also applauded the England international's consistency and decision-making.
He said: "He was superb again today with the consistency and understanding of the game that he's showing.
"The decision-making all the time and the action and timing to win the ball back is so good."
Watch free match highlights of Arsenal vs Wolves from 5.15pm on Saturday!
Arsenal vs Wolves isn't broadcast live in the UK on Saturday afternoon, but you can watch free match highlights from the clash at the Emirates Stadium from 5.15pm on Saturday across Sky Sports' digital channels.
You can follow the game with our live blog on the Sky Sports website and app - and you won't need to wait long to see the match highlights.
We'll bring them to you for free on the Sky Sports website and app, as well as on our Sky Sports Football YouTube channel shortly after the full-time whistle sounds.