Once again, it looked to be going to plan against our old rivals when Gareth Bale curled home a free-kick to hand us the lead after 15 minutes.
In an open, pulsating game, Arsenal had the best of the chances in the rest of the half but couldn't find a way past Paul Robinson. Abou Diaby also struck the crossbar.
Our best opportunities arrived in the second half - unfortunately, they were punctuated by Arsenal goals. Dimitar Berbatov could have made it 2-0 when he raced onto Steed Malbranque's pass, skipped around the Manuel Almunia only for Kolo Toure to get back and block his path to an open goal.
Tom Huddlestone then volleyed just wide only for Emmanuel Adebayor to level it after 65 minutes, climbing high to head home Cesc Fabregas' free-kick.
Robbie Keane had a one-on-one chance saved by Almunia and Berbatov then saw his close-range shot from Jermaine Jenas' corner hit Gael Clinchy on the line, the striker then heading the rebound over. True to form, minutes later, Fabregas thundered home from 30 yards to put the visitors in front.
Darren Bent, on as substitute, had the best chance of the lot to level with five minutes left but miss hit his shot wide from 10 yards after being put through by Jenas.
To add insult in injury time, Adebayor flicked up and volleyed into the top corner for 3-1 - another heartbreaking afternoon.
"The difference between them and us was their clinical finishing," reflected Martin afterwards. "At 1-0 up we could have scored two goals, then you make it easy for yourselves. At 1-1 we could have scored again and at 2-1 down, we should have scored.
"We were unfortunate but it's a confidence thing as well - we didn't have the confidence to score but they did. All credit to them, they scored great goals but maybe in the future we'll avoid them, like what Toure did to Berbatov and Clichy on the line. With Darren Bent, it was just miss timing. It's all about the minor details.
"We need a bit of success and when we get success, it will give us more confidence because the self-belief is there.
"I have to stay positive and if you see the players' commitment, there is no problem. The only thing we have to do is get results - like we did before."
Martin Jol pinpointed Arsenal's clinical finishing as the difference between the sides as the Gunners left the Lane with all three points on Saturday.