Juninho scored the only goal of the match as Middlesbrough secured a slight advantage in this first leg of the Carling Cup semi-final.
The Brazilian fired a low shot into the Arsenal goal just after half time. It came after he had hit the post just 15 minutes into the match at Highbury.
A youthful Gunners side piled on the pressure in the second half, but they failed to find the net.
It was their first domestic defeat in 30 games this season.