The Barclays Premier League club had warned their fans to take extra care in and around Naples following previous problems with the Italian side's hardcore 'Ultras' supporters.
Although special buses had been laid on to take Gunners supporters out to the Stadio Sao Paulo, so as to avoid known hot spots for trouble in the past such as the Forcella and Quartieri Spagnoli areas, many were delayed in leaving and caught up in traffic.
It resulted in several hundred missing the kick-off, with additional problems caused by late congestion outside the entrance gate.
Arsenal, who lost the match 2-0 and so finished second in their group after Borussia Dortmund's win in Marseille, have promised to look at the issues faced by their fans, many of whom used social media to highlight their experiences.
A club statement read: "We are aware of the problems our travelling supporters had on Wednesday night and in particular their late arrival at the game.
"We are very disappointed for our fans that they had a difficult evening but the circumstances were beyond our control.
"We have launched an investigation to work out precisely what happened."
The match was also notable for a protest by Greenpeace protesters, who abseiled down the main stand during the second half, unveiling a banner which read 'Giustizia per Cristian' - Justice for Cristian - in support of those detained by Russia following protests in the Arctic, specifically Naples man Cristian D'Alessandro.