On 1 January 2020, Pépé scored Arsenal's first goal in a 2–0 home victory over Manchester United, marking new head-coach Mikel Arteta's first win. On 16 February, Pépé scored once and assisted twice in a 4–0 win over Newcastle United. On 28 June, he scored his first FA Cup goal in a 2–1 away win against Sheffield United in the quarter-finals, giving Arsenal the lead in the 25th minute from the penalty spot. On 1 August, he played the whole 90 minutes of the FA Cup Final match against Chelsea to win his first club trophy as an Arsenal player, contributing the assist for Aubameyang's second goal.