The 19-year-old has been settling into life in the capital following his transfer to Emirates Stadium from Southampton over the summer.
Chambers posted a picture of himself at the gig on Instagram, and wrote: “Great time at Ed Sheeran last night! What a performer.”
The defender is suspended for Arsenal’s Premier League clash with Hull City at Emirates Stadium on Saturday after picking up a fifth booking of the season.
Chambers has made seven Premier League appearances for the Gunners so far this season.
Arsenal will also be without first-choice centre-half Laurent Koscielny for the clash with the Tigers on Saturday.
MORE: Man United latest news
MORE: Arsenal latest news
MORE: Chelsea latest news
MORE: Liverpool latest news