Jordi Gomez put the Latics in front after half-time from the penalty spot after Gunners defender Per Mertesacker brought down Callum McManaman.
Obviously to comeback is always important in such a big game. It was vital for us
However, the German centre-half made amends with the leveller against the holders with eight minutes remaining.
Wigan dug deep in extra-time but Arsenal’s quality told in the penalty shootout as Santi Cazorla netted the winning spot-kick after the Latics were twice denied by Lukasz Fabianski.
“I think we have great character. A lot of people questioned that recently but we came back today and proved a lot,” Mertesacker told ITV Sport.
He added: “I think so [Arsenal deserved to win] because of the second half.
“In the first half, we were a bit timid and we couldn’t get through enough.
“In the second half, we hit the post twice and had a couple of good chances. It was a good comeback.”
Mertesacker added that the Arsenal defender’s equaliser was crucial to help the Gunners come from behind and book their place in the showpiece.
“Obviously to comeback is always important in such a big game. It was vital for us,” Mertesacker added.
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