A sole goal was enough to settle the tie between the Gunners and the Sky Blues as latter suffered a third defeat in four league games.
Arsenal were beaten 1-0 at home by Manchester City in their latest Premier League outing on Sunday night.
Raheem Sterling headed home a Riyad Mahrez cross in the second minute of the match, and the visitors held onto the early lead to secure their 13th successive league victory and preserve their 10-point lead.
As for the hosts, they remain down at tenth place in the standings and six points off the top six with 34 points from 25 matches.
Speaking after the full-time whistle at the Emirates, Mikel Arteta remarked that Arsenal failed to spot the situation they had prepared for against Manchester City.
Arteta told Sky Sports: “We got something wrong. We didn’t do it in the first 10 minutes.
“It’s a cross and Raheem Sterling cannot head a ball there. You cannot concede that goal. It was a tactical thing that we were prepared for but we didn’t read it in the game.
“When we conceded the first goal it put us in a difficult situation. It was tough. With the formation and the players they use they are really comfortable.
“After that the team reacted really well, were on top of the game and created chances but we lacked the quality in those situations to score the goal.”