Although Danny Welbeck leveled on the stroke of halftime, Vardy restored Leicester's lead after the break.
Wenger reassured that his compatriot Giroud will not be leaving the club this transfer window despite losing his starting role to their record summer signing Alexandre Lacazette who opened his English Premier League goal account in the match against Leicester City.More news: Trump on North Korea; Google scandal; Trouble at Snap
The French global has been linked with an exit from the Emirates over the summer, and to the delight of Arsenal fans Marseille boss Rudi Garcia most recently revealed that they had ended their pursuit of the striker. "He's a fantastic guy as well, committed and loves the club".
"Overall I must say we kept going and the spirit of the team was absolutely outstanding and overall you could say as well we were punished on every single mistake tonight by a Leicester team who was very efficient going forward".
Arsenal shipped three goals but were without arguably three of their first-choice defenders as Per Mertesacker, Laurent Koscielny and Shkodran Mustafi all sat out due to a combination of fitness and suspension.More news: Mariners Log: M's fall to Angels on Segura's ninth-inning error
"The first goal was from a short corner and we were not focused enough".
Their impressive attack was offset by some shaky defending, however, and when Marc Albrighton was given acres of space to find Vardy in the centre of the box, the two men marking the striker couldn't prevent a second goal.
"Previously in the Premier League we've not got off to the best of starts, so it meant a lot for us to get a good start and get three points today".More news: Advice from an eye doctor on viewing the eclipse safely
"Obviously I knew that I was going to have a chance so we tried to push", Giroud said. Leicester was heading for something it didn't even achieve in its astonishing 2015-16 title-winning campaign: a win at Arsenal. "We have top quality". "I didn't want to take a gamble with Ramsey and glad he didn't get injured".
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