Winterburn won the Wimbledon supporters Player Of The Year in each of the four seasons he spent at Plough Lane, and his sublime performances amidst a slightly more industrial style of football alerted the attention of Arsenal manager George Graham, who was seeking a long-term replacement for captain Kenny Sansom. In the summer of 1987, Arsenal gave a cheque for 350,000 pounds to Wimbledon and Winterburn went to Highbury.
Though heavily left-footed, Winterburn settled into the right back role as best he could and became quickly involved in two controversial incidents of his first season. Firstly, he was seen to openly goad Brian McClair after the Manchester United striker had missed a late penalty in an FA Cup tie at Highbury. This brought huge criticism of Winterburn at the time.
The second incident came in the League Cup final later that same season. Despite having fallen behind in the early stages, Arsenal, the holders, dominated the match and were leading Luton Town 2-1 at Wembley with less than quarter of an hour to go when David Rocastle was felled in the penalty area. Michael Thomas had been Arsenal's designated penalty taker all season but for reasons unexplained, it was Winterburn who collected the ball up to take the kick. He'd never taken one for Arsenal before and the television commentator Brian Moore was dumbfounded – "Curious decision, this!" – as Winterburn stepped up.
He put the kick low and strong to the right hand corner as he viewed it, but Luton goalkeeper Andy Dibble guessed correctly and pushed the ball round the post. Had Winterburn scored this penalty, Arsenal would almost certainly have won the match 3-1. Instead, a newly-inspired Luton scored twice in the final ten minutes and won the final 3-2. Despite the missed penalty, it was Gus Caesar (deputising for David O'Leary who missed the final due to injury) rather than Winterburn who was made to bear the brunt of the criticism, as he had made the error which gifted Luton their equaliser at 2-2.
Sansom left Arsenal in the summer and Winterburn settled into his more familiar left back role as a result, staying in it for more than a decade. He and fellow full back Lee Dixon flanked two superb central defenders in captain Tony Adams and veteran David O'Leary, joined during the 1989 season by Steve Bould. Often the manager would play all five of them as Arsenal took holders Liverpool to a last-game showdown at Anfield for the First Division title, which would have been Arsenal's first since the "double" year of 1971.
Arsenal's situation meant they needed to win by at least two clear goals to clinch the championship. Winterburn's free kick set up a first for Alan Smith shortly after half time, but the second looked as though it would elude them until Thomas nipped through a shattered Liverpool defence in injury time to send team-mates and the Arsenal support into raptures.
Winterburn made his England debut later the same year, coming on as a substitute in a 0-0 draw against Italy. Though many media outlets and Winterburn's own club manager regularly extolled his virtues as an England left back, the national coach, Bobby Robson, had him as no higher than third in the pecking order at left back. Stuart Pearce was going to the 1990 World Cup as first choice, with Tony Dorigo as back-up. Only injury to either would see a way open for Winterburn, and that didn't happen. He did earn appearances for the B team, however.
Arsenal ended 1990 trophyless, but Winterburn and his fellow defenders - now galvanised by the arrival of goalkeeper David Seaman - re-emphasised their stout meanness the following season by regaining the League championship with the loss of just one match. Two years later, Winterburn was in the Arsenal team which won both cup competitions and thus completed his domestic set of medals. Arsenal defeated Sheffield Wednesday 2-1 in both the League Cup and FA Cup finals, the latter in a replay.
Winterburn's form earned him a brief England recall by Graham Taylor who included him in a squad for an ill-fated mini-tournament in the U.S. during which England lost 2-0 to the host nation. Winterburn came on as a sub for Manchester United winger Lee Sharpe in the final match of the contest against Germany. He would never play for his country again.
In 1994, football purists issued hefty plaudits to Winterburn and his Arsenal defensive colleagues after they kept out Italian side Parma's highly skilled attacking trio of Faustino Asprilla, Tomas Brolin and Gianfranco Zola as they defended a 1-0 lead given to them by Smith in the first 20 minutes. This they did with some aplomb to earn the European Cup Winners Cup, Arsenal's first success continentally for a quarter of a century. They wouldn't be so successful the following year as they reached the final again - the game stood at 1-1 and was heading for penalties when a ludicrous looping shot from 40 yards by Nayim (an ex-player of Tottenham, the hated rivals of Arsenal) won the trophy in the last minute for Real Zaragoza.
Arsène Wenger arrived at Arsenal at the end of 1996 and instilled new self-awareness and dietary habits into the Arsenal squad, allowing the ageing defence (Adams was the youngest at 30 years of age; Martin Keown had also arrived to account for O'Leary's retirement after the 1993 FA Cup success) to thrive in the latter years of their careers and prolong their shelf lives on the pitch. With the experienced six players at the back (referred to in the vernacular but with no little accuracy by Ron Atkinson as Dad's Army) helped along by some shrewd and talented global signings, Arsenal won the "double" of Premiership and FA Cup in 1998. Winterburn was called up by caretaker manager Howard Wilkinson for the England squad in a friendly against France in 1999 but he was the odd one out from Wilkinson's first XI - Seaman, Adams, Keown and Dixon all started but Winterburn lost out to Graeme Le Saux for the left back slot and stayed on the bench for the 2-0 defeat.
In 2000 Arsenal reached the UEFA Cup final but Winterburn had been forced out of the team by the Brazilian left back Sylvinho, although he in turn was displaced by the fledgling Ashley Cole within another 12 months. Winterburn was affectionately nicknamed 'nutty' or 'psycho-squirrel' by the Arsenal fans and he still holds a cult status amongst fans.