The Frenchman thought he put the Gunners ahead within the opening five minutes, only for it to be disallowed for offside.
Granit Xhaka leaped to evade the ball after Lacazette had flicked on from a corner, but he was in an offside position.
Arteta though didn’t feel as if the goal should’ve been ruled out and bemoaned his side’s defeat given their early dominance.
He said: “The game the way it went, I felt we had total control in the first half and restricted them to nothing. We were winning every ball, created a few chances and scored a goal I don’t know how it got disallowed.
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“They defended deeper in the second half, waiting for the mistake and in one moment they did it.
“Against this block, against so well organised teams, when you open them up you have to put the ball in the back of the net.
“They were similar against Manchester City, they scored with two set pieces and credit to them for what they have done but our players responded and I feel sorry for them.
“We have so many alternatives in the team and can have fluidity. It worked in some moments and there are options we can manage.”
Jamie Vardy’s second-half header proved to be the decisive goal as the sub netted with ten minutes remaining.
Leicester had started without a recognised centre-forward which allowed the Gunners to dominate the early exchanges.
But the introduction of Vardy meant the Foxes could change their game plan which saw Brendan Rodgers label him “world class”.
“That is why he is a big player,” said the Leicester boss. “He makes the big contributions in the big games, that shows you the level he is at and he is a world class player. I am lucky to have him here.”
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