The game was a real thriller, as Arsenal came back from being down 2-1 and 3-2. We can't wait to see where the league goes from here.
Here are ten things you need to know about the English Premier League and some of its clubs in coming 2017/2018 season.
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During a wide-ranging panel discussion, Wenger took questions from the audience and was asked directly if the negativity from some sections of Arsenal fans over his future had filtered through to the team's performances on the pitch.
Sead Kolasinac marked his debut with a goal in the Community Shield and forced Kasper Schmeichel into a smart save here with a driven shot from just inside the box, but the Gunners again fell behind to Vardy's strike.
Gary Neville added: "I spoke to Danny Simpson and he said decisions like that always happens here". Arsenal also defeated Chelsea at Wembley for the FA Cup three months ago.
Wenger was also without three of his top centre-backs on the pitch - suspended Laurent Koscielny, injured Per Mertesacker and Shkodran Mustafi, who remained on the bench - and said the defensive mistakes can be ironed out quickly.
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There was still plenty to do, but somehow Lacazette found the pace and the direction to plant a header into the bottom corner, with not even two minutes showing up yet on the clock.
Asked what he thought about Leicester Wenger said they posed a threat to all teams "because they defend very well and are unsafe on the counter attack and so we have to put a decent pace in the game".
"At one stage I opened the door for him as I knew I had many strikers, and in the end he chose to stay", Wenger told BBC. "We had some avoidable goals which we conceded and overall we have to work on that".
Highlights of Saturday's third round at the PGA Championship
Then he hit a root on a shot with an 8-iron and bent the club, meaning he couldn't use it when he needed it late in his round. Olesen picked up birdies on most of the same holes, and he finished with a 30-foot birdie that also sounded like an accident.
Football tactics historian Jonathan Wilson suggested Arsenal needed more center backs who could win headers after Leicester's first goal.