The scoring pair will likely take most of the plaudits following a resounding win at the Emirates, although Mesut Ozil was the unsung hero as he played a crucial part in all four goals to help hand the Gunners a commanding lead going into the second leg.
CSKA find themselves in the midst of a troubling run against English sides, having lost six on the bounce against teams from English shores.
Viktor Goncharenko's charges now head back to Russia with fading hopes of reaching the last four.
Arsenal came flying out of the traps and they found plenty of room to operate inside the CSKA half, Aaron Ramsey feeding Henrikh Mkhitaryan but he could only thrash into the side-netting.
The Gunners took the early initiative and they were unlucky not to find a lead when Ramsey tapped home from a wonderfully-worked move as Mesut Ozil broke free on the right, only for the German to be flagged for offside despite the referee initially disagreeing with his official.
Parity was not to last too long, however, as Hector Bellerin moved into space and was picked out by an observant Ozil. The full-back soon broke into the channel to drill into the middle of the danger zone, where Ramsey was waiting to lash beyond a helpless Igor Akinfeev in the ninth minute.
CSKA hit back almost instantly, though, following a piece of brilliance of their own. Laurent Koscielny was guilty of giving away a cheap free kick on the edge of the box, allowing Aleksandr Golovin to curl home a standout free kick beyond Petr Cech.
Gaps opened up throughout the CSKA defence and Arsenal hit straight back when Ozil was brought down by Georgi Shchennikov inside the area, allowing Alexandre Lacazette to grab his first goal of the game from the spot as he converted an adroit penalty.
At times CSKA's positioning was comical and Ozil continued to make them pay; this time he found space on the edge of the area to chip in Ramsey beyond the last man. The Welshman responded by lobbing Akinfeev with the deftest of finishes first time to embarrass the onrushing keeper.
The first half was to get even worse for the Russian side too, Ozil again the architect, this time on the right as the playmaker drove into space before cutting across the face of goal, where Lacazette was free to drive home his second and put the Gunners into a 4-1 lead before the break.
The home side continued to cause major issues after the interval, Ramsey spurning two good chances to seal a hat-trick, first being denied by Sergei Ignashevich's interception before skewing a second chance over the bar following positive work from Mkhitaryan.
Ozil was arguably the standout performer for a rampant Gunners side and he was unlucky not to register a deserved goal, Akinfeev doing well to get down low and push his curling effort away from the far corner.
Ramsey caused all sorts of nightmares for the CSKA defence in the latter stages, but an elusive hat-trick remained out of reach as the Welshman saw his swerving effort from the edge of the box crash back off the crossbar, somehow concluding a goalless second half in North London.
ARSENAL (4-2-3-1): Cech; Bellerin, Mustafi, Koscielny, Monreal; Xhaka, Wilshere (Elneny 74'); Ramsey, Ozil, Mkhitaryan (Iwobi 61'); Lacazette (Welbeck 74')
CSKA MOSCOW (3-5-2): Akinfeev; A. Berezutski, V. Berezutski, Ignashevich; Shchennikov, Natcho (Milanov 74'), Kuchaev, Golovin, Dzagoev (Vitinho 64'); Wernbloom, Musa (Khosonov 83')