The Warriors hooker went over for his first try for the club as the hosts took an early lead, before a Tom Grabham score and 11 points from the boot of Sam Davies gave Ospreys the advantage heading into the final 15 minutes.
But Glasgow fly-half Peter Horne produced a display of icy composure as the clock ticked down, slotting two late penalties to give his side a 19-16 success that consolidates their place at the top of the PRO12 table.
And having extended their winning run to three matches, MacArthur insists his side are proving the abundance of quality they have at their disposal as they aim to go one better than finishing as beaten finalists in last year's competition.
"A result like this shows the character we have at Glasgow," MacArthur said.
"We always say this international period shows the depth we have in the squad and the tightness we have as a group.
"All the boys are still pushing for each other all the time, with and without the international guys here, and I think it shows a great spirit in the side.
"We always know it is a very physical and tough game against the Ospreys.
"They threw a lot at us and we tried to give as much as we could back, so obviously we are really happy and it is a good win take back into training to look forward to next week and kick on from.
"These are tough back-to-back games with Munster up next, but we are looking forward to it."
MacArthur was also unable to hide his pleasure at crossing the whitewash for the first time in Glasgow colours after making more than 100 appearances for the club.
"I am delighted to get that monkey off my back, it's been a long time coming if I'm honest," he added.
"I am just happy with the win, the boys put in a big shift in the first half and thankfully we got what we deserved in the end and picked up an important victory."
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