Visitors to the Estadio Vicente Calderon, and now the Wanda Metropolitano, have over the past ten years, remarkably seen only five losses for Atletico in European competition and only twice has a team scored more than two goals against them on home soil.
The second legs will be played on April 12.
"We have to be realistic".
Lacazette restored Arsenal's lead with a penalty and unleashed a swerving left-foot shot to make it 4-1 after Ramsey had scored his second, dispatching a brilliant lob over CSKA keeper Igor Akinfeev with his back to goal.
"We know it's not over", Arsenal manager Arsene Wenger said. "There was a good pace in the first half, the two teams gave everything, which is why is was such a spectacular first half".
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Losing possession seconds after the kick-off, Atleti pressed forward and got their reward in the form of a gift from Sporting defender Sebastian Coates, whose poor pass in the direction of teammate Jeremy Mathieu was intercepted by Diego Costa.
Lazio took a big step towards the semi-finals with a dramatic 4-2 win over Red Bull Salzburg, whose 19-game unbeaten run in Europe - and 36-match streak without losing in all competitions - came to an end.
Marco Parolo backheeled the Serie A side back into the lead before Takumi Minamino levelled seconds after coming off the bench.
The Italian club was not to be denied, though, as substitute Felipe Anderson and Ciro Immobile added two late goals.
RB Leipzig in a match with "Marseilles" for the first time in its short history has kept his goal intact, and the only goal, Timo Werner brought the Germans to the semifinals.