The Gunners took control of the tie with a 3-2 victory on Wednesday night with Gyokeres on the scoresheet.
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He later said, "I think it was a tough game. We defended well. They were, as always, dangerous when they have counter-attacks, but I think we defended well. Unfortunate to have conceded two but offensively we scored three, so happy with that.
"That's what I need to do and I can do it more often. We won today and we keep going.
"It's still a second leg but of course it's good to come away with a win and advantage for the second leg, but we still have to do a good performance in the second match."
On Ben White's assist, he added: "It's not his first assist for me. I knew he was trying to find me and he did, so it was nice."