What are some fun facts about Arsenal? The facts of Arsenal fun that keeps them most are the following, . They are given the name Arsenal, and the nickname ‘The Gunners’ because they were formed by a group of cannon makers at the Woolwich Arsenal in 1886. . In 1993, Arsenal became the first club to win the League Cup and FA Cup in the same year. . Arsenal holds the record for consecutive clean sheets in the Champions League. Back in 2006, when they reached the final, they managed ten games, and 995 minutes, without conceding a goal . Arsenal are the only team still in existence that has never been relegated. They have been in the top flight of English football since the 1919/20 campaign. . Arsene Wenger was the first foreign manager to lift the Premier League title when the Gunners won it in 1997/98.