Defender Kolo Toure's first-half goal gave Arsenal a 1-0 win over Villarreal in their Champions League semi-final, first leg on Wednesday.
The Ivory Coast international stabbed in Alexander Hleb's cross four minutes before halftime as the Premier League side ended the final European match at Highbury with a narrow advantage to take to Spain next week.
The Londoners, who beat Real Madrid and Juventus in the previous two rounds, extended their own competition record to nine successive games without conceding a goal.
The winners will play Barcelona or AC Milan in the Paris final on May 17 with the Spaniards leading 1-0 after Tuesday's match at the San Siro.
Arsenal manager Arsene Wenger said his team would go to Spain and try to build on their slender lead.
"It's a good result, we will go there to try to score," he told Sky Sports. "It's not enough just to go there and defend, we want to score goals.
"I felt the team was a bit nervous and we did not risk enough. We faced a good team, very strong in midfield and couldn't impose ourselves enough to create more chances."
Villarreal coach Manuel Pellegrini told reporters: "We didn't play too well but the result wasn't too bad and we're confident we can get a better result in Spain and go through."
Arsenal, whose fluent play was orchestrated by a superb performance from Brazilian midfielder Gilberto, rarely looked like conceding but for all their slick passing found Villarreal's reshuffled defence a tough nut to crack.
With injuries ruling out centre back pairing Gonzalo Rodriguez and Juan Manuel Pena, the Spaniards began nervously with Cesar Arzo booked after just two minutes for a wild tackle on Mathieu Flamini.
The resultant free kick, floated in by Thierry Henry, was not cleared and Toure shot wide with the goal at his mercy.
Arsenal pressed strongly in the opening exchanges. Their Swiss defender Philippe Senderos headed over from a corner and Henry's slick finish was then harshly ruled out for offside.
Villarreal, in only their second season of European competition, weathered the storm and came back into the game with playmaker Juan Roman Riquelme testing Arsenal keeper Jens Lehmann for the first time with a long range free kick.
After a bright start the home side's up-tempo game failed to create any clear openings as a succession of one-touch passes into crowded areas came to nothing.
One light-hearted moment amid the tension saw referee Konrad Plautz briefly stop the game as a squirrel wandered around the pitch before leaving the stadium to the amusement of the crowd.
Chances remained scarce until late in the half when Arsenal finally punctured Villarreal's yellow wall of defenders.
Henry's corner was headed back to him, allowing the Frenchman to roll a pass to Hleb in plenty of space. The Belarus midfielder fired across the face of goal and Toure stuck out a long leg to turn the ball home.
Villarreal responded with Riquelme testing Lehmann again with another long-range piledriver and the visitors were furious when they were denied a penalty after Gilberto appeared to bring down Jose Mari.
A lacklustre second half offered little to warm a Highbury crowd witnessing the final game under floodlights at their home since 1913. Arsenal move to the Emirates Stadium next season, just a stone's throw away from Highbury.
Emmanuel Eboue then drilled his cross from a good position slightly behind Henry, the striker managing a scuffed shot that looped up and was cleared off the line by a defender.
With time running out Javi Venta made a last-ditch clearance to deny Arsenal substitute Dennis Bergkamp a chance to double the lead in stoppage time.
The return leg is at El Madrigal on Tuesday.