The Premier League club had warned fans to take extra care in and around Naples following previous problems with the Italian side's hardcore 'Ultras' supporters.
Although buses were laid on to take Gunners supporters to the Stadio Sao Paulo to avoid known hot spots for trouble, many were delayed in leaving and caught up in traffic, resulting in several hundred missing the kick-off.
Arsenal - who lost the match 2-0 and so finished second in their group - investigated the issues faced by their fans, many of whom used social media to highlight their experiences.
A letter sent to Arsenal supporters who travelled to Italy read: "Our supporters' safety is of paramount importance to the club and we did everything possible to ensure supporters were escorted safely and on time to the stadium by the Italian authorities. This had been planned and agreed in advance, but did not happen on the night.
"Reports of the events have been made by Arsenal Football Club, the Football Association and the British Consulate, and have been sent to UEFA.
"We now await UEFA's response to the reports and the club will be making every effort to ensure there is not a repeat in the future.
"In addition, the club will be making contact with our counterparts at Swansea City FC, in order to share our experience before their Europa League tie in Naples.
"Once again we are sorry about what happened to our supporters in Naples and thank you for your continued support."