The Black Cats fell two goals behind in the first half as Eddie Nketiah and Nicolas Pepe put the hosts in control.
Sunderland did cause Mikel Arteta's side problems in the first half and cut the deficit when Nathan Broadhead scored for the sixth time in as many games.
Yet Arsenal showed their class after the interval as Nketiah added a second before completing his hat-trick in the 68th minute.
Teenager Charlie Patino then made it five in stoppage-time to make it a memorable debut.
Our chief SAFC writer Phil Smith has delivered his verdict on how each Sunderland player fared at the Emirates Stadium:
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1. Lee Burge - 7
Made some really good saves through the game and not a great deal he could have done about Nketiah’s exhibition of first-time finishing. 7 Photo: JPI Media
2. Carl Winchester - 6
Got forward really well in the first half and looked comfortable on the ball, even if at times he was understandably caught out off it. Battled hard in midfield through the second half but that was a tough task. 6 Photo: JPI Media
3. Bailey Wright - 5
Started well but let Holding get ahead of him for the header in the build up to the first. Battled tenaciously but Arsenal’s forwards were too good for the visitors in the end. 5 Photo: JPI Media
4. Tom Flanagan - 5
Understandably looked a little rushed in possession at times. Made some excellent challenges but caught out at times by the movement of Arsenal in the box. 5 Photo: JPI Media