The Gunners went head-to-head with Carlo Ancelotti’s men, with an aggregate score of 2-0.
Prior to the game, Unai Emery was questioned about his side’s poor away record this season.
The North London side answered their critics in the best way, securing a 1-0 win over the Serie A side.
Lacazatte scored the only goal, which was the result of a stunning free kick in the first-half.
The Frenchman held his nerve and shot the ball precisely into the net, wrong-footing the opposing goalkeeper Alex Meret.
The goal marked his sixteenth of the season, while also bagging seven assists.
The duo of Pierre Emerick Aubameyang and Lacazette has proved out to be one of the best in the Premier League this season.
The Gunners will play against Valencia in the Europa League semi-finals, while their rivals Chelsea have also qualified for the semis and are set to face Eintracht Frankfurt.
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They are currently fourth in the Premier League table, trailing Tottenham Hotspurs by a point. Emery’s men will play Crystal Palace this Sunday at the Emirates Stadium.