In 2000, Arsenal captain Tony Adams was injured, prompting Arsène Wenger to sign Stepanovs for a transfer fee of £1.35 million. He started the season well, scoring a goal for Arsenal in a 2-1 League Cup defeat against Ipswich Town on his debut. His playing time grew until a match against Manchester United, when both sides were battling for the Premier League title. Arsenal lost this game 6–1 and their chances of winning the title were hit. After this disappointing performance, Stepanovs played only once again that season in a game against Manchester City. He recovered to make six Premier League appearances the following season as Arsenal won the 2001–02 FA Premier League. Six would not normally be enough to earn a medal but he was an unused substitute on the day Arsenal clinched the title against Manchester United at Old Trafford, the scene of his lowest point the season before. Arsenal also won the FA Cup in 2002 and 2003 but Stepanovs was left out of both match day squads. He contributed to their 2002 triumph when featuring in a game against Newcastle United during their run.