Here, Press Association Sport looks at their progress to the May 29 meeting with London rivals Chelsea at the Olympic Stadium.
Arsenal 4 Vorskla Poltava 2 (Europa League Group stage, September 20, 2018)
Pierre-Emerick Aubameyang scored in either half for a much-changed Arsenal side in Unai Emery's first European game as Gunners head coach. Danny Welbeck and Mesut Ozil also netted.
Qarabag 0 Arsenal 3 (Europa League Group stage, October 4, 2018)
Arsenal got a taste of Baku as they travelled for their first away game of Group E. The scoreline flattered the visitors as Sokratis Papastathopoulos, Emile Smith Rowe and Matteo Guendouzi all scored their first goals for the club.
Sporting Lisbon 0 Arsenal 1 (Europa League Group stage, October 25, 2018)
Danny Welbeck scored the only goal in the Portuguese capital as Arsenal extended their winning streak across all competitions to 11 games. The England international had already had a header chalked off for a foul.
Arsenal 0 Sporting Lisbon 0 (Europa League Group stage, November 8, 2018)
A goalless draw back at the Emirates Stadium sealed Arsenal's place in the knockout rounds – but was overshadowed by Welbeck suffering a broken ankle which meant it would prove to be his final game for Arsenal. Sporting had Jeremy Mathieu sent off for scything down Aubameyang.
Vorskla Poltava 0 Arsenal 3 (Europa League Group stage, November 29, 2018)
Top spot in Group E was secured in a matched switched at short notice to Kiev, 185 miles east of Poltava, with parts of Ukraine under martial law due to political tensions with Russia. Smith Rowe and Joe Willock scored either side of an Aaron Ramsey penalty.
Arsenal 1 Qarabag 0 (Europa League Group stage, December 13, 2018)
A dead rubber allowed Emery to welcome captain Laurent Koscielny back from long-term injury in a game settled by Alexandre Lacazette's goal.
BATE Borisov 1 Arsenal 0 (Europa League round of 32 first leg, February 14, 2019)
Having thrashed BATE in Belarus during last season's group stage, Arsenal were shocked to leave the Borisov Arena with a first-leg deficit. Stanislav Dragun's header on the stroke of half-time earned the hosts a famous win as Lacazette was sent off late on.
Arsenal 3 BATE Borisov 0 (Europa League round of 32 second leg, February 21, 2019)
Arsenal soon redressed the balance in a second leg which saw Aleksandr Hleb return to the Emirates Stadium. A fourth-minute Zakhar Volkov own goal levelled the tie before headers from defensive duo Shkodran Mustafi and Sokratis booked a place in the last 16.
Rennes 3 Arsenal 1 (Europa League round of 16 first leg, March 7, 2019)
More away-day blues greeted Emery in north-west France, despite Alex Iwobi giving Arsenal an early lead at Roazhon Park. Sokratis was sent off in the first half for two yellow cards as Benjamin Bourigeaud levelled with a fine strike before Nacho Monreal's own goal and a late Ismaila Sarr header.
Arsenal 3 Rennes 0 (Europa League round of 16 second leg, March 14, 2019)
Once again, Arsenal bounced back in front of their own fans as Aubameyang hit a brace and Ainsley Maitland-Niles scored just his second Arsenal goal to seal a narrow aggregate victory.
Arsenal 2 Napoli 0 (Europa League quarter-final first leg, April 11, 2019)
Carlo Ancelotti's Napoli were expected to give Arsenal their toughest test to date but the Gunners were too good. Ramsey hit his last ever Emirates Stadium goal before a Kalidou Koulibaly own goal gave them a stronger lead.
Napoli 0 Arsenal 1 (Europa League quarter-final second leg, April 18, 2019)
A Lacazette free-kick was enough to secure a rare away win and seal progression into a second successive Europa League semi-final – Emery showing the nous which saw him lift three Europa League titles in a row with Sevilla.
Arsenal 3 Valencia 1 (Europa League semi-final first leg, May 2, 2019)
Another of Emery's former clubs was waiting for Arsenal in the last four, with Valencia taking the lead through Mouctar Diakhaby's header. Arsenal had their deadly frontline to thank for turning the tie around as Lacazette scored a first-half brace before Aubameyang added a third in the final minute.
Valencia 2 Arsenal 4 (Europa League semi-final second leg May 9, 2019)
Kevin Gameiro's goal gave Valencia some hope of an unlikely comeback but Aubameyang hit a hat-trick, with Lacazette again on the scoresheet as even a second Gameiro effort after the break was nowhere near enough for Valencia.