Any hopes of a Wigan upset in North London were swiftly ended as Noni Madueke and Gabriel Martinelli both scored from Eberechi Eze assists, before defender Jack Hunt put the ball into his own net.
When Gabriel Jesus netted a fourth just before the half-hour mark, it looked as though it would be a rout, but Wigan managed to limit the damage as they tightened up at the back and Arsenal took their foot off the pedal.
Second-tier Birmingham City equalised late on at home to Leeds with a Patrick Roberts screamer after Lukas Nmecha had put the visitors ahead shortly after the interval.
Leeds converted all their penalties in the shoot-out, while Birmingham's Tommy Doyle had his effort saved by Lucas Perri before Roberts blazed over the bar.
Wolves look condemned to second-tier football next season, but they maintained their interest in the Cup with a 1-0 win at in-form fourth-tier Grimsby Town on a quagmire of a pitch resembling those of yesteryear.
With rain falling on an already saturated pitch, the surface churned up, leaving little chance of flowing football. Santiago Bueno scored the only goal on the hour, diverting a Joao Gomes cross past goalkeeper Jackson Smith.
Grimsby, who knocked Manchester United out of the League Cup this season, rarely offered a goal threat, and their only effort on target was Andy Cook's late header.
A much-changed Fulham came from a goal down to win 2-1 at second-tier Stoke City with goals by Kevin and Harrison Reed ensuring they did not lose a fourth successive match.
Sunderland also reached the fifth round with a 1-0 win at Championship strugglers Oxford United - Habib Diarra's first-half penalty proving enough for Regis Le Bris' side.