The Gunners had warned their travelling supporters to take extra care in and around Naples following previous problems with opposition Ultras.
Special buses had been laid on to take Gunners supporters to the Stadio Sao Paulo but many were delayed in leaving and caught up in traffic.
It resulted in several hundred missing the kick-off, with additional problems caused by late congestion outside the entrance gate.
A club statement read: "We are aware of the problems our travelling supporters had on Wednesday night and in particular their late arrival at the game.
"We are very disappointed for our fans that they had a difficult evening but the circumstances were beyond our control.
"We have launched an investigation to work out precisely what happened."
The match was also notable for a protest by Greenpeace protesters, who abseiled down the main stand during the second half to unveil a banner.