Holding signed for Premier League club Arsenal on 22 July 2016 for a fee of around £2 million. Following injuries to centre backs Per Mertesacker and Gabriel Paulista, he was called upon to make his Arsenal debut in the 2016–17 Premier League season opener on 14 August 2016 against Liverpool, which Arsenal lost 4–3 at home. After his performance in the game against Leicester City, former Arsenal manager, Arsene Wenger, once famously said in the post match press conference, "Unfortunately no one speaks about the performance of Rob Holding. You should be happy, he is English and 20 years old. I am sorry he didn't cost £55 million, so he can't be good." In the final two months of the season, Holding became a regular member of Arsenal's starting line-up, with the team winning all six of the matches he played in the Premier League. He played the full 90 minutes in Arsenal's 2–1 victory over Chelsea on 27 May in the 2017 FA Cup Final at Wembley Stadium.