The second half brought more of the same though, with Vardy adding his second nine minutes after the interval, rising highest and glancing Riyad Mahrez's corner past Petr Cech. Vardy then gave Leicester a shock lead in the second half, only for late goals from Aaron Ramsey and Olivier Giroud to give Arsenal the win.
After the contest, Gunners manager Arsene Wenger claimed the winning goal was vindication for Olivier Giroud's determination to remain in North London. "That's how it came about but I think it was perhaps too early to celebrate because we didn't know how the match was going to pan out".
Giroud outmuscled Harry Maguire to meet Granit Xhaka's corner with a strong header that hit the bar and bounced behind the line before Leicester goalkeeper Kasper Schmeichel could club it away.
"If you look across the world of football this is a plum position, people want to be manager of Arsenal".
The Chile global has been linked with a move away from the club this summer with less than a year remaining on his current deal at the Emirates Stadium and could walk away for free at the end of the upcoming season.More news: Klopp: Coutinho out of my hands
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The future of Alexis Sanchez is unclear but Wenger has suggested he is prepared to keep the striker for a season and then let him leave on a free if he will not sign a £300,000-a-week contract. "We were quite good past year on corners and overall I believe that with a bit of work we can get that out of the system", the French coach added.
Like many of Leicester's players, Vardy endured a post-title slump last season, scoring only 13 times in the league, and Shakespeare was delighted to see him back among the goals.
"Obviously I knew that I was going to have a chance so we tried to push".
What he did defensively towards the end of the game - Gary's just mentioned the back four that Arsenal had - without him at the end you fear Leicester would have got the equaliser.
Wenger, for one, was very impressed after Friday's victory over Leicester where we came from behind to snatch victory from the jaws of defeat.