"We tried," Atletico midfielder Jorge Resurreccion said. "We went behind to that penalty, which was doubtful, but the team recovered and we were able to equalize with a penalty ourselves. We had the opportunities to win, but it will all be decided in the second leg. I think we played a good match."
Gyokeres broke the deadlock from the penalty spot after he was brought down inside the area by Hancko, who was a bit late to the ball and slightly bumped the Arsenal striker from behind.
The buildup came after Atletico lost possession in attack.
"Overall, I think it was a tough game, we know it's a tough place to come, but it's only halftime," Gyokeres said.
"We know that, when we play at home, with our fans, it's going to be different, for sure, and we just have to do our job, be at our best. It's going to be a good game at home."
Arsenal last appeared in the final in 2006, when it lost to Barcelona.
The Rojiblancos' equalizer came after a handball by Arsenal defender Ben White following a shot by Marcos Llorente.