Arsenal made it three wins from three in all competitions after beating Aston Villa 1-0 at Villa Park on Monday night.
Calafiori played a decisive role in the victory, producing an excellent cross for Bukayo Saka to score the winning goal. The Italian had to stretch to keep the ball in play before finding Saka inside the area.
The full-back has already scored once and provided two assists this season, while Arsenal have kept three consecutive clean sheets.
Calafiori admitted he could not explain exactly why he had started the campaign so strongly, but he was delighted with the team's defensive work.
"I think it’s impossible to know the reason for starting the season well," Calafiori said.
"I’m so happy with the clean sheet. Especially when I talk with the guys, the defenders, I always say that if we don’t concede, we obviously have much more chance to win the game, and I think we always do so well."
The victory at Villa Park was particularly satisfying given the difficulty of the fixture.
"I’m so tired," Calafiori said. "At the end of the game, it's so important for us, especially at a tough place like this one. We just want to win when we come here and we did it."
Calafiori also scored in Arsenal's Community Shield victory over Manchester City before setting up Kai Havertz in their 3-0 win over Coventry City.
His latest assist for Saka was another important moment in a tight match.
"I’m just so happy to pass the ball to B (Saka)," he said. "As I say, it was a tough, tough game. We need these kind of moments to change the game, and we did it."
Arsenal's defensive improvement has been particularly noticeable after a difficult pre-season, when they struggled to keep opponents out.
Calafiori believes the return of the squad's key players has helped Arsenal become more organised.
"In pre-season we were upset, I think we conceded too much, but then as the season started, we have all the players back," he said.
"We fight, and you see today how we make mistakes sometimes, but how we track back with the runs, it’s unbelievable. Each player, even the attackers, so I’m so happy."
Calafiori also welcomed the arrival of Bruno Guimaraes and Ezri Konsa, who made their Premier League debuts for Arsenal.
The Italian believes both players have already settled into the squad well.
"I think it’s so easy to settle into our team. It was for me when I arrived," Calafiori said.
"For them, they’re already much older than me and know the Premier League much better than me, so they are prepared. I think they’re good people outside the pitch as well."
Arsenal will look to continue their winning start when they host Chelsea at the Emirates Stadium on Sunday.
