Emilee Saka missed a penalty in the 13th minute, but the England international went on to score the opening goal in the second half, helping the Gunners secure a 2-1 victory and a 5-1 aggregate win.
Arteta was full of praise for Saka, saying: "I can go on and on about individuals, but I'll answer in the same way."
"With Bukayo, he stepped up, he didn't score, obviously, but that could be a turning point emotionally in the game because it gives him a lot of belief."
"But then the way he handled the situation, the way he played afterwards, and the personality that he showed at his age. It's the first time he's played in this stadium, it's incredible."
Declan Rice was once again a standout in midfield for Arsenal, and Arteta described his performance as "immense".
"He was decisive today in a different way, I think it was immense. His presence, the power that he showed, how composed he was, with or without the ball, I think he led the team in many moments and turned the game in our favour."
"I think that's why we need players at his level to step up and have a big contribution, and he certainly has done that."