They came from 2-0 down after just 8 minutes to beat Hull City 3-2 after extra-time in a pulsating final at Wembley yesterday evening.
Hull has gone ahead through early goals from James Chester and Curtis Davies.
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Santi Cazorla pulled one back from a free-kick on 17 minutes, before a goal in the 71st minute from Arsenal defender Laurent Koscielny sent the game into extra-time.
Aaron Ramsey was the hero for Arsene Wenger's team, scoring the winner in the 109th minute.
The victory ends a nine year trophy drought for the Londoners.