Arsenal survived a nervous night at the Stadium of Light, with David Raya saving Enzo Le Fee's penalty after Ezri Konsa had given away the spot-kick, before Bruno Guimaraes struck at the other end to put the champions ahead.
Bukayo Saka added a second from the penalty spot in the sixth minute of stoppage time to seal a 2-0 win that kept Arsenal's perfect start to the season intact, though the visit was overshadowed by Arteta's fury at the decision to award Sunderland's penalty in the first place.
"I watched it 20 times, and I cannot find a way to understand how we even think to give a penalty in that situation, or the way the VAR has to intervene," Arteta said.
"I'm sad that we have to discuss in such a beautiful game something at this level that has the gravity of that, because that changes the course of the season, and it can cost you the championship."
Asked what specifically about the incident angered him most, Arteta pointed to the nature of the contact.
"It's a judo roll? You don't think it's a judo roll and it brings the players on the floor. How can this be a penalty? I don't know," he said, confirming the referee had offered no explanation.
Arteta reserved special praise for Guimaraes, who scored the opener on an emotional return to the north east.
"This one, I watched it 20 times. It was a penalty 10, now this 20. Unbelievable," Arteta said. "The personality that he has, and what it means for him, how he grabs the game, the decisions that he's made, and the two actions. The goal is incredible, and the assist as well."
Regis Le Bris felt his side had done enough to take something from the game despite the missed penalty and defeat.
"It was a good game. It is a frustrating, cruel result," Le Bris said. "We went toe to toe with the champions. We had a big chance to score and then, moments later, they took their opportunity. We felt the game was there for us. We showed our quality with the ball in the second half. Raya was one of the best players on the pitch. It was a brilliant save."
The Sunderland boss took encouragement from the atmosphere and performance despite the result.
"We were really close today. It was not enough, but the energy in the stadium at the end showed how much we gave," Le Bris said. "It was a game of really fine margins this evening. We need to go again now."
Sunderland turn to the Europa League next, hosting AZ Alkmaar on Wednesday.