Serge Gnabry's well-taken goal ten minutes after halftime was enough to see off the challenge of CSKA.
The match attracted almost 7,000 fans and coach Terry Burton told arsenal.com: "I am delighted for the players because I thought they put in an excellent performance, and also delighted for the Club and supporters who turned out on a very cold night. I am sure they will have enjoyed the game.
"The most pleasing aspect was that it is a big stage to be playing at the Emirates - most of the team were playing here for the first time - and you're not sure how they will react, but I thought they responded really well. That is pleasing because this is where they want to be playing week in, week out and they had to play the game rather than the occasion, and I thought they did that really well."