Ten men Latics ended the season in 10th position as they battled hard against the Gunners in their last ever match at Highbury, but an Henry hat-trick saw the North Londoners pip Spurs to fourth place.
Latics gave Arsene Wenger's men an early scare a Paul Scharner cancelled out Robert Pires' opener before David Thompson briefly put Latics ahead with a long range free-kick.
However, Andreas Johansson was shown the red card just seconds after replacing David Thompson as a substitute after holding back Freddie Ljungberg in the penalty area, and Theirry Henry stepped up to scored from the spot to complete his hat-trick.
It was party mood at Highbury as Wigan were the last ever opponents to visit the old stadium before their move to the Emirates Stadium next season.

Defender Kolo Toure fouled Henri Camara to give away the free-kick but David Thompson blasted the ball over the bar from twenty yards, and moments later Graham Kavanagh tried his luck with a long range effort which flew over Lehmann's bar.
Matt Jackson did well to block Henry's shot after the Frenchman connected with Reyes' cross, but the Gunners took the lead in the 8th minute.
Fabregas' cross was headed towards the target by Sol Campbell, but Pollitt couldn't hang on and it fell to Robert PIRES who tapped home from close range.
But the lead didn't last long as Emmanuel Eboue fouled Lee McCulloch. It was David Thompson who flighted in the free-kick into the penalty box, and Paul SCHARNER podded the past Jens Lehmann.
Jason Roberts was fouled in the box by Sol Campbell, but referee Uriah Rennie was not interested, and Matt Jackson received a booking for his protests.
The Gunners knew that a win was required to gain entry into the Champions League next season went straight on the lookout another goal. In the 19th minute Roberts Pires raced ahead of Chimbonda on the left flank before cutting in before firing wide of Pollitt's goal. And Henry backheeled the ball to Gilberto Silva before the Brazilian fired over the bar.
But Latics stunned Highbury after 33 minutes as Eboue fouled McCulloch inside Arsenal's own half. David THOMPSON took the set piece, and he stunned Jens Lehmann by sending the ball into the top corner of the near post from thirty yards!
However, the Gunners had equalised within two minutes as Thierry HENRY latched onto Robert Pires' through ball and used his electrifying pace to place the ball past Pollitt in his usual composed fashion.
Latics had another chance to surprise the North Londoners when Kolo Toure fouled Thompson twenty-five yards from the goal, but the former Blackburn midfielder's free-kick was saved by Lehmann at the near post.
Half-Time: Arsenal 2 - 2 Latics
Latics had another chance to surprise the North Londoners when Kolo Toure fouled Thompson twenty-five yards from the goal, but the former Blackburn midfielder's free-kick was saved by Lehmann at the near post.
Jewell's men had chances to put more pressure onto Gunners when Lee McCulloch sent a curling from twenty yards over the bar. And the Scot almost turned provider as he flicked the ball onto Henri Camara in the box, but the Senegalese striker's volley went over the bar.
But Arsenal took the lead in the 56th minute when HENRY took advantage of a poorly judged back pass to round Mike Pollitt and slot the ball into the net for a 3-2 lead. That goal put the Gunners back into Champions League contention.

Mike Pollitt made a fine save five minutes later when Robert Pires' cross was headed towards the target by Cesc Fabregas, but the Latics 'keeper stretched out a leg to deny the Spanish midfielder.
However, disaster struck for Latics as David Thompson was replaced by Andreas Johansson in the 73rd minute. The Swede had only been on the pitch for a matter of seconds before he pulled back Freddie Ljungberg inside the penalty area. Referee Uriah Rennie pointed to the spot, and Theirry HENRY sent Pollitt the wrong way to complete his hat-trick.
News filtered through to the Arsenal fans that West Ham had scored a second and it now seem imminent that the North Londoners would pip their rivals Tottenham to fourth spot. As this happened, Dennis Bergkamp entered the field of play, replacing Jose Antonio Reyes to a rapturous applause around the ninety-three year old stadium.
The Highbury crowd tried to will their Dutch hero to score a fifth, but it mattered not as Spurs had lost to West Ham, and the Gunners will compete in the Champions League next season no matter their result against Barcelona next week.
As for Latics, it meant a tenth placed finish in what was our first ever season in the Premiership. A superb achievement that boss Paul Jewell will hope to improve upon next season.
Full-Time: Arsenal 4 - 2 Latics
Latics Starting Line Up: Pollitt, Chimbonda, Jackson, Scharner, Baines, Thompson (Johansson 73), Kavanagh, Ziegler (Francis 66), McCulloch, Roberts, Camara (Connolly 82).
Subs Not Used: Henchoz, Wright.
Arsenal Starting Line-Up: Lehmann, Eboue, Toure, Campbell, Cole, Hleb (Van Persie 79), Fabregas, Silva, Pires (Ljungberg 74), Reyes (Bergkamp 79), Henry.
Subs Not Used: Almunia, Djourou.
Referee: Uriah Rennie (South Yorkshire)



















