Almunia joined Arsenal on 14 July 2004 for an undisclosed sum, to provide backup to Jens Lehmann. He made his debut for his new team on 27 October in a 2–1 win at Manchester City for the season's League Cup, and his maiden Premier League appearance came on 4 December against Birmingham City; the highlight of his first year came in the fifth round of the FA Cup, a replay at Sheffield United: with the game finishing 0–0 after extra time and heading to penalties, he saved Alan Quinn and Jon Harley's attempts to book his team a place in the quarter-finals, and was an unused substitute in the final win over Manchester United.