Villarreal hold the advantage after a 2-1 victory over Arsenal in the Europa League semi-final first leg.
They led 2-0 at the break and looked like they would go on and extend that lead, after Ceballos was sent off for Arsenal.
However, the Gunners kept pushing and got their reward when Saka was fouled in the box and Pepe converted the resulting penalty.
Both teams ended the game a man down, with Capoue also shown a second yellow card for a late challenge on Saka.
The visitors almost equalised in stoppage time, after Aubameyang turned and found space in the box, but he slipped at the wrong moment and Rulli made the save.
Another former Arsenal man Francis Coquelin entered the fray at half-time. Meanwhile, Arsenal returned with much more urgency and enjoyed more of the ball in dangerous areas.
But their momentum was brought to an abrupt halt when Ceballos left a foot in on Parejo and was shown a second yellow card. Arteta’s frustration was obvious.
The pendulum swung back Villarreal’s way.
Arsenal thought they had a lifeline when Pepe got the better of Foyth, who tripped the Arsenal man inside the box.
Referee Artur Dias pointed to the spot before overturning his decision due to an earlier Pepe handball after being advised to review the incident on the pitch-side monitor.
Arsenal now have a vital away goal to take into the second leg at the Emirates next week.
However, before the return fixture, both teams will return to domestic action, with Arsenal facing Newcastle United in the Premier League. While Villarreal welcome Getafe in LaLiga.