The Gunners had taken the lead through Gabriel Jesus but Adrien Thomasson levelled following a David Raya error before Saka hobbled out of the game.
Lens would go on to win 2-1 courtesy of a second-half strike from Elye Wahi but it was the injury to Saka that will have concerned Arteta more.
Reigning Premier League champions Manchester City visit the Emirates Stadium in five days and Saka’s involvement is now in doubt with the England forward having been forced off in the last three games.
Asked if he regretted picking Saka following his issues against both Tottenham and Bournemouth, Arteta replied: “No. It was a knock that he had the other day and he was perfectly fine. It was a back-heel, an action that can produce that kind of injury.
“Let’s see what the extent of it is and afterwards it’s too late. The last few were more knocks than anything else.
“He hasn’t really missed games. We gave him a break against Brentford (in the Carabao Cup) last week and that was all.
“He tried to backheel a ball in the first half and felt something muscular. He felt uncomfortable to carry on so we had to take him off.
“We don’t know anything more. It was big enough not to allow him to continue to play the game and that’s a worry for us.
“He was really looking forward to playing like every player. It was a big Champions League night. I painted a picture and the type of scenario we were going to face today and they all knew about it.
“But this Champions League is so difficult to win away from home. Today we take a big lesson.”
The defeat ended a forgettable 24 hours for Arsenal after bad weather grounded Arteta and his players at Luton airport for five hours on Monday as their journey to France was delayed.
Now their hopes of avoiding a bumpy ride in qualifying for the knockout stages have also suffered a setback after a turbulent night at a rocking Stade Bollaert-Delelis.
“No, let’s not put excuses,” Arteta said when asked if the preparations for the game had impacted on a poor team performance.
“First of all, congratulations to Lens. They are a really good side. Really well coached. We knew it was going to be a really tough match.
“In the boxes we had four or five chances we didn’t put away and we didn’t defend the boxes well enough.
“It’s true there were moments in the second half we struggled to be more threatening in the final third and find spaces.
“They defended with those numbers really good. That’s something to take for the next game.”
Lens had started the season slowly but won their two Ligue 1 games leading into a first Champions League home game in 21 years and defender Kevin Danso was delighted with the outcome.
“We gave it our all today in front of our own fans,” he said.
“It was a difficult game, Arsenal had a lot of quality and made us sit back really deep, but we kept defending and kept our concentration. Luckily we won the game.
“At home we know how strong we are, in front of our fans. That’s what we always try to do: win at home. I’m a bit gutted about the clean sheet, but we’ll take the three points definitely.”
