There was very little between the sides and it was the hosts who had the best chance of the first half but it was wasted by Arouna Kone.
The Latics started with a flat back four but with McCarthy providing a shield in midfield, particularly against the skills of Monday's hat-trick hero Santi Cazorla.
Rain had poured down all morning but the pitch had held up well and both teams set about playing their similar brands of possession football.
Arsenal had the first chance of the game in the ninth minute when Arteta was allowed time and space to drive forward and play in Alex Oxlade-Chamberlain on the right but his shot was well saved at the near post by Ali Al Habsi.
The goalkeeper was making his 100th appearance for the Latics and he was called on again in the 11th minute to beat away a stinging shot from Lukas Podolski.
It was far from all Arsenal, though, and Wigan were more than matching their opponents for neat passing moves.
The frustration for the hosts was they could not turn possession into chances, with both Ronnie Stam and Beausejour having a crossing off day.
There was nothing Per Mertesacker could do but, with only Wojciech Szczesny to beat, Kone dragged his shot horribly wide.
Arsenal were getting increasingly frustrated at their failure to break down what has been a porous Wigan defence this season. Emmerson Boyce was playing a captain's role in the absence of Caldwell and a shot from Walcott was one of many blocks.
Oxlade-Chamberlain had been quiet in the first half but he began the second in fine fashion and his pull-back set up Walcott for a shot from 10 yards that Al Habsi blocked with his arm.
It was a fine save from the Oman international but Walcott really should have scored.
The England international was the key man when Arsenal did break the deadlock after an hour, though, as Moss judged Walcott was pushed by Beausejour in the area.
It was a clumsy challenge by the Chile international and Arteta was coolness personified from the spot, sending Al Habsi the wrong way.
Wigan needed firing up and the home fans' displeasure with Moss certainly achieved that.
With 20 minutes to go, the Latics twice tested Szczesny, first Maynor Figueroa sending in a low skidding shot and then Kone drawing a block from the Pole after doing very well to cut in from the left.
Stam finally found a decent cross in the 82nd minute but it was stabbed clear by Mertesacker with Kone waiting for a tap-in, and two late appeals for handball in the area were turned down to complete a thoroughly frustrating afternoon for the hosts.