Edison Mendez's sweet second-half strike gave PSV Eindhoven the advantage against a ragged Arsenal in their Champions League last 16 tie.
Mendez beat Lehmann with a fierce shot
The Gunners had the better of the first half, with Tomas Rosicky forcing PSV keeper Gomes into a fine save.
But PSV improved after the break and Mendez beat Jens Lehmann with a fierce low effort from 25 yards on the hour.
Despite plenty of possession, Arsenal could not fashion an equaliser and must come from behind in the second leg.
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It had started promisingly enough for Arsene Wenger's side, who kept PSV on the back foot in the first-half with their one-touch passing game.
Gomes pulled off a magnificent save from Rosicky after the Czech midfielder had exchanged a one-two with Thierry Henry and both Rosicky and Henry went close with 20-yard efforts.
As Arsenal pressed, PSV were relying heavily on the pace of Arouna Kone to ease the pressure but the striker was too often ploughing a lone furrow.
But after a half-time talking-to from Koeman,and no doubt encouraged by some sloppy Arsenal play, PSV began to commit more numbers to attack.
Kone had already made a mess of a volley when Mendez put the hosts ahead with a deadly low strike into the corner.
The PSV fans could barely believe their luck and after a quiet first-half, the Philips Stadion came to life.
Arsenal looked panic-stricken, with pass after pass going astray.
The sense of bewilderment was summed up when Philippe Senderos was booked for a pointless handball.
With his side in control, Koeman took the opportunity to create Champions League history by sending on Xiang Sun - the first Chinese player to appear in the competition.
And with Sun bolstering PSV's defence, Arsenal found chances hard to come by despite enjoying plenty of possession.
Henry sensed an opportunity when he was fouled 30 yards out but he was left shaking his head when substitute Julio Baptista stole in take the free-kick and put it straight at the keeper.
PSV: Gomes, Kromkamp, Alex, Da Costa (Sun 65), Salcido, Culina, Simons, Cocu, Mendez, Kone, Tardelli (Vayrynen 75).
Subs Not Used: Moens, Addo, Feher.
Goals: Mendez 61.
Arsenal: Lehmann, Gallas, Toure, Senderos, Clichy, Hleb (Julio Baptista 75), Silva, Fabregas, Rosicky, Henry, Adebayor.
Subs Not Used: Almunia, Ljungberg, Denilson, Flamini, Djourou, Aliadiere.
Ref: Tom Ovrebo (Norway).