Arsenal manager Mikel Arteta said it was "emotionally tough" to accept Crystal Palace's stoppage-time equaliser before his team went on to win 8-7 on penalties following a 1-1 draw in their Carabao Cup quarterfinal.
The game at the Emirates could have been over by halftime as the hosts spurned a number of chances with Palace's number two goalkeeper Walter Benítez in excellent form to keep the score goalless at the break.
The breakthrough for the Gunners came 10 minutes from the end of the match. Riccardo Calafiori headed down Bukayo Saka's corner, William Saliba went for it and amidst the confusion as Palace scrambled to clear defender Maxence Lacroix put it in his own net.
Palace hit back in the fifth minute of stoppage time. Jefferson Lerma rose to nod the ball down at a corner and Marc Guéhi reached it first to squeeze it between the legs of Kepa Arrizabalaga. It was Palace's first shot on target.
After 15 perfect penalties, Lacroix was the unlucky party again, Kepa diving to his right to put Arsenal through, but Arteta was unhappy his side had not finished the tie earlier.
"Considering the number of changes we made, the energy and he quality we showed against a well organised team that concedes few chances, we generated a lot," he said.
"The margin should have been much bigger. They weren't, and when that happens teams have the quality to hurt you on a set-piece. That was emotionally tough to accept, but we stayed calm, showed great composure and quality in the shoot-out.
"I'm very happy for Kepa making the last save."
Benitez produced saves in the first half to deny Noni Madueke, Gabriel Jesus and Eberechi Eze before saving his best for last to keep out substitute Declan Rice with virtually the last kick of the match.
"The margins should have been bigger, it should have been three or four and then you're not worried about what happened in the last minute," said Arteta.
"The margins are really small when you want to win trophies and we have to pay attention to every detail to achieve that."
It was a fourth win in a row for Arenal -- who will face Chelsea in the semi-finals in January -- and a second in three days after Saturday's victory at Everton saw them regain their two-point lead at the top of the Premier League.
"You have to win in different situations and contexts," said Arteta. "We had two very difficult games which we managed to win.
"A credit to the boys that every three days they are performing at the level that they do."
Palace boss Oliver Glasner said he was unsure when defender Chris Richards will be available again after he was taken off on a stretcher with a nasty cut to his foot.
"He got a knock on his foot and it had to be stitched," said Glasner. "I don't know how many stitches but a few.
"The doctor told me it doesn't look so bad. I'm always hopeful.
"I don't know if he will be okay for the Tottenham game [on Dec. 28], but I'm still hoping that he will be back against Fulham [on Jan. 1]."