Real Madrid suffered their 12th defeat of the season, by contrast to just two across the whole of the previous campaign.
Mikel Arteta's men last week demolished the defending champions 3-0 in the first leg of their quarter-final in London and are favourites to reach the last four of Europe's top club competition for only the third time.
Real have failed to claim a Champions League win in their three meetings with English side Arsenal, who are aiming for their first semi-final appearance since 2009.
Last week in London, Los Blancos were battered by a confident and clinical Arsenal side that outplayed them in almost every aspect -- from possession to precision.