Late in the game as Leeds were pushing for an equaliser with Arsenal 2-1 up, Pepe had a chance to run in on goal and score in an empty net.
Leeds keeper Illan Meslier had been sent forward, but Pepe took a poor touch and was eventually tackled by Daniel James.
Speaking post-game, assistant coach Albert Stuinvenberg was seen giving Pepe a dressing down.
Asked about the incident, Arteta said: "When you see that he's got an empty net in front of him, and he's taking a touch backwards, we cannot really understand.
"But you have to have the perception of the player in that moment, they are the ones that make the decision. And fortunately we didn't need that goal."
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