Arsenal will travel back to London feeling frustrated despite leading on aggregate after an away goal.
A bundle of chances but a lack of concentration means Benfica will fancy their chances in the second leg, despite finding it hard to break Arsenal down.
Mikel Arteta's side were playing nice football in the first half but there was no penetration or masses of energy to add the killer touch.
There was pressure on Aubameyang to continue his fine form after netting three against Leeds United last weekend.
Story Of The Match
The Gunners' skipper had a golden chance half way through the first half after Arsenal played some neat football to get in behind the Benfica defence.
Hector Bellerin zipped the ball across the box but 'Auba' failed to convert. The reality is that it was harder to miss, it's one that the number 14 will not look back on.
Arsenal were controlling the game in Rome but a lapse of concentration from Granit Xhaka could've gave the Portuguese side an unlikely lead at the interval.
The Swiss international attempted a lofted ball across the centre of his own final third, leaving Alex Grimaldo to pounce on the loose ball but thankfully for Xhaka, it came to nothing.
Even after the interval, Arsenal were moving the ball too slow. It was resulting in many offsides, which was killing the intensity of the game.
Arsenal paid for their lack of energy early in the latter half after Emile Smith Rowe conceded a penalty for a hand ball.
Pizzi stepped up to put his side in the lead after the successful spot kick. Arsenal had to start playing football.
Under three minutes after Benfica took the lead, Arteta's side were level after Saka tapped in from close range.
Saka impressed for Arsenal again after getting on the scoresheet. the teenager is becoming one of the best teenagers in Europe after another goal.
His ability to play across the front three and even at full-back makes him extremely versatile and more valuable to the club.
Martin Odegaard didn't have a magnificent game but it is clear what he brings to the side. his elegance and ability gives him a presence in and around the final third.