His performances had caught the eye of Arsène Wenger, and Jeffers signed for Arsenal on 14 June 2001 for an initial £8 million fee, with another £2 million dependent on appearances. However, Jeffers did not live up to the "fox in the box" tag, and his time at Arsenal was dogged by injury. He was forced out of the team by the form of fellow strikers like Thierry Henry and Sylvain Wiltord. Arsenal won the FA Cup in 2002 and 2003 but Jeffers was left out of both match day squads, the latter due to injury. He contributed to their 2003 triumph by scoring three goals en route to the final; two against Farnborough and one against Chelsea. He also started the semi-final against Sheffield United. Arsenal also won the 2001–02 Premier League title, but Jeffers only made six league appearances that season. He was an unused substitute on the day Arsenal clinched the title against Manchester United at Old Trafford. His final appearance for Arsenal came in the 2003 FA Community Shield, coming on as a substitute but then getting sent off against Manchester United.