After a goalless first half, Arsenal were more incisive after the restart with goals from William Gallas and Thierry Henry either side of a Phil Jagielka own-goal.
Neil Warnock's side set up in a formation that has brought other teams success at Arsenal's new home.Rob Hulse lead the line alone as United played five at the back with a defence minded midfield. Unlike previous games, the Gunners looked to have a cutting edge from the opening exchanges. Gilberto should have done better after three minutes when Johan Djourou headed the ball back across goal but the Brazilian sent his over-head kick high and wide.
The visitors did however test Jens Lehman on 4 minutes when Chris Armstrong's freekick from just outside the right side of the area had the giant German 'keeper scrambling to his left.
At the other end Ian Bennett would have expected a busy afternoon and he was not to be disappointed. A save from Fredrik Ljungberg on 6 minutes would have settled his nerves and then a point blank block from a rare Henry header on 14 minutes kept his side level and in the game. The move began with Kolo Toure winning possession in his own half and skipping past a flat-footed Colin Kazim-Richards. Toure then accelerated down the right flank before delivering a perfect cross to an unmarked Henry on the far post. The French striker rose, picked his spot but the United 'keeper instinctively stuck out a hand to turn the ball around for a corner. The Gunners continued to pour forward with much of the play coming from a tireless Ljungberg operating on the right flank.
United thought they had scored in the dying minutes of the opening half when Mikele Leigertwood's drive from outside the area flew past Lehman, but referee Alan Wiley had already halted play for a foul on Djourou inside the Arsenal box.
The Gunners began the second half brightly with Ljungberg back in the thick of things and United had their 'keeper to thank once again on 53 minutes. Tomas Rosicky had worked himself free on the right flank and sent a delightful cross into the Sheffield area for Ljungberg to head powerfully towards goal from close-in, but Bennett again showed lightning fast reflexes and strong hands, to palm the ball over the bar.
There was little Bennett could do however when the Gunners broke the deadlock with a Gallas strike on 65 minutes. The move began with Thierry Henry clipping a ball into the area for Cesc Fabregas to touch on into the path of Gallas. The Arsenal new boy, showed the striker's touch worthy of the number 10 shirt he has adopted, by firing a fierce volley straight into the roof of the net.
The Wenger boys doubled their lead three minutes later, again following some good work on the left side of the United area by Henry. The Frenchman shrugged off the attentions of Gillespie to cross another ball into the box, but this time it didn't find one of his own, but still ended up in the net as Jagielka sliced his attempted clearance past a flailing Bennett.
Henry made it 3-0 on 80 minutes with a rare headed goal. Emmanuel Eboue powered down the right flank leaving a host of United defenders in his wake before crossing into the box. His well measured delivery eluded Jagielka's attempt to head clear but fell perfectly for Henry who powered his header into the bottom left corner of the net, well beyond Bennett's outstretched hand.
With Warnock's side making valiant but ultimately unsuccessful attempts to reduce the arrears, the Gunners were free to hit the visitors on the counter-attack. Henry should have capitalised on 88 minutes when he was released on the left by a sweet Robin Van Persie throughball. Instead of taking a shot though, Henry sought to tee up Van Persie who had made a run into the box, but the cross eluded the Dutchman and Alexander Hleb and bounced away to safety.
United were unlucky not to be rewarded for their late adventure when only a superb injury time save from Jens Lehman kept out a powerful header from substitute Steven Kabba. In the end the Gunners played out the balance of injury time to secure their first win in the Premiership at their new home.