London - Robin van Persie gave Arsenal a 1-0 win over Roma in the Champions League last 16 first leg on Tuesday but the Gunners may live to regret missing a golden chance to book their place in the quarter-finals.Arsene Wenger's side dominated for long periods at the Emirates Stadium without turning their enterprising play into further goals and had to settle for an uncomfortably narrow margin of victory through van Persie's first half penalty.Not for the first time this season it was the Gunners' misfiring forward line that cost them, with Nicklas Bendtner guilty of two misses that could come back to haunt Arsenal in the return leg in Rome on March 11.While Wenger will know his team should have won by more, he can take heart from the way they outplayed Roma with the kind of vibrant display that has been absent too often this season."I am happy with our performance but of course there was room to score more goals. That is the regret we have," Wenger said."You never know what a good result is in the European Cup but from this we know we can create chances against them."One of the positives is we didn't concede a goal. It puts us in a position where we know we need to attack over there. If we score once that should be enough."His Roma counterpart Luciano Spalletti conceded that the better side had won."Arsenal played better than us and they won with merit. I think it is a fair result," said the Italian."I think Arsenal were different from what I saw in the last games. They played at good pace, running with intensity and they gave us a lot of difficulties. We weren't good at managing the situation."Bendtner has suffered more than most during Arsenal's recent Premier League goal drought. The Dane's confidence looked at rock bottom early on as his woeful first touch allowed Roma to escape after Samir Nasri's pass had given him a clear sight of goal.Nasri had an equally good chance when he rose highest to meet Gael Clichy's cross but the France midfielder glanced his header wide.For decades the Italian response to such duress would have been to batten down the hatches. Roma, though, are a team built to attack.Spalletti's side came within a whisker of taking the lead when Marco Motta advanced deep into the Arsenal half before unleashing a blistering strike that Manuel Almunia tipped away for a corner.Simone Loria had a more straightforward sight of goal soon after but somehow scooped his shot over the bar from close range.But Arsenal were playing with far more poise and passion than has been the case recently. Time and again they had Roma's defence at full-stretch and the visitors finally cracked in the 37th minute.Showing tremendous desire, van Persie muscled Philippe Mexes off the ball as he burst into the Roma area and, when the Arsenal forward tumbled under Mexes' despairing tackle, Danish referee Claus Bo Larsen immediately pointed to the spot.Van Persie took the penalty himself and calmly sent Doni the wrong way to put Arsenal ahead.The momentum now against them, the Italians started to lose their cool and Daniele De Rossi was booked for a crude challenge that rules him out of the second leg.Arsenal appeared keen to give Roma a helping hand as they kicked off the second half down to nine men. William Gallas and Kolo Toure eventually emerged red-faced from the tunnel seconds after the match had re-started, with Toure bizarrely booked for his tardiness.Full complement restored, Arsenal were quickly back on top.Bendtner should have turned that dominance into a second goal when he found himself six yards from goal with just Doni to beat. Instead he shot high over the bar to the disbelief of Wenger, who pounded the bench in frustration.Abou Diaby, a powerful presence in midfield on his return from injury, forced a fine save from Doni with a thunderous shot from the edge of the penalty area.Francesco Totti had started for Roma despite missing most of Monday's training session. But the forward was clearly well short of full fitness and, with their talisman subdued, Spalletti's men never looked likely to improve on their record of just one win in 12 visits to England.