Now he wants to do it again as the manager himself to boost his own chances of following in the footsteps of the Gunners legend.
Arteta was captain back in 2014 when the Gunners came from 2-0 down to beat underdogs Hull at Wembley.
Prior to the triumph the club had gone nine years without silverware and Wenger's contract was expiring. Losing to Hull would have made his situation toxic.
But somehow the Gunners hauled themselves up off the canvas to win - and Wenger went on to sign a new deal less than two weeks later.
Arteta is hoping the occasion will be less stressful for all concerned today when the Gunners take on Chelsea looking to give the Spaniard his first trophy since taking charge as manager earlier this season.
He said: "We had too much energy on the day because we wanted it so much that we were probably too excited. Then we were shocked when we started losing the game.
"I mention Arsene because we really felt the responsibility to respond to him, because he really deserved it because of the way he defended us, the way he treated everybody. He protected all of the players through some difficult moments.
"I think it was a moment of gratitude from all of the players. We could say, 'he deserves this, we want to stay with him.' The best possible way to help him was to win that trophy.
"My players do not need any more pressure from me. They need to go out there and enjoy the moment as well.
"They need to feel free in their minds and what they have to do on the pitch has to be clear. Go and express themselves, compete and be a team."
Landing his first trophy as a manager would be significant for Arteta, who believes today's rivals have set the benchmark when it comes to having a winning mentality.
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He added: "Absolutely. They have some very important core players in those winning teams and it has probably given them a platform to be consistent.
"They have had some really good managers, players and structure at the football club. But before the time you mentioned, they were not a winning team.
"But they managed to change that mindset and convince players and put the pressure on everybody at the club that the only aim and the only thing that was allowed at that football club was to win."