The north London outfit beat Chelsea 2-1 at Wembley, with Aubameyang netting both goals for Mikel Arteta's side.
The celebrations in the Arsenal dressing room at full-time were wild, with players spraying champagne and singing.
And Aubameyang led the party, taking to Instagram live to showcase the inside of the Gunners dressing room.
The Gabon forward went straight to Arsenal youngster William Saliba and began filming in his face, chanting his name.
Yet to kick a ball for the club, the 19-year-old is clearly highly thought of by first-team members since his move to St Etienne.
But Lacazette, who used to play for St. Etienne's closest rivals Lyon, was quick to mock the youngster in French as Aubameyang filmed.
"You’re not at St Etienne anymore - here we win titles," the striker said.
Saliba laughed at the comment, but Aubameyang panned the camera round to Lacazette and issued a telling off.
"Ooooh you calm down now about St Etienne," he replied.
Aubameyang also used to feature for the French club before he moved to Borussia Dortmund in 2013.
The striker may not be at Arsenal for much longer, however, with his contract expiring next summer.
Aubameyang is yet to commit his future to the club.
But Arteta and the board are facing even more pressure to tie the 31-year-old down following his FA Cup final exploits.
Get the latest transfer news straight into your inbox!
Sign up for the brilliant new Daily Star Sport email newsletter!
From the latest transfer news to the agenda-setting stories, get it all in your email inbox.
Put your email in the box at the top of this article or you can follow instructions on this link here.
”He knows what I think about him. I want to build the squad around him," the Spaniard said yesterday.
"I think he wants to stay and it is just about getting the deal done.
"But I think these moments will help him to realise and believe that we are in the right path and he is a big part of that.
“He is loved by everybody at the club. Hopefully he can continue with us."