"I thought: `Please God, let's get a point'," said Graham, when asked what he was thinking when he emerged from the Highbury tunnel.
Ten minutes later, any chance of that was gone. His new defence had given out two barely solicited gifts and his old one was showing no signs of reciprocation.
There was much for Graham to be proud of at Highbury on Saturday, but unfortunately none of it came from Leeds, who flattered to only lose 3- 0. On the basis of this performance, the only thing that will save Graham from managing in the Nationwide League next year is that they are not the only awful team in the Premiership.
So far, the Yorkshire club have won one match against Premiership opposition in seven attempts under Graham. This is not quite what Leeds anticipated when he took over from Howard Wilkinson.
Yet is it so surprising? Graham's ban, while hurting him as a person, proved beneficial for his reputation as a coach. In the commotion over his dismissal, the poor state of the team was forgotten. Arsenal may be top, but it is a fallacy to say it is Graham's team. The defence, as Graham thrice reminded us on Saturday, may have endured, but the rest of the side has been overhauled by Graham's various successors. Key new personnel have been introduced and the approach altered - even the defence is now with wing-backs.
When Graham left Arsenal they were mid-table, playing sterile, outdated football. They were still in the European Cup-Winners' Cup, but had been beaten at home by Millwall in the FA Cup. Set-pieces and Ian Wright were almost the only sources of goals.
Wright is still scoring, but eight other players have already chipped in this season, often from open play. Arsenal are level with Manchester United as the Premiership's leading goalscorers. Soon, we may not be able to call them boring.
"Boring, boring Leeds" has a ring to it, though. Played six, scored three is their league record under Graham. Ian Rush, the most prolific goalscorer of his generation, is still to score.
Some of the responsibility for this must lie with Wilkinson, although probably not as much as Graham is suggesting. His post-match statements were not much of a thank-you to a man who had tarnished his own reputation by defending Graham at the "bung" inquiry.
"There is a lot of hard work to be done," Graham said. "I'm really surprised at how hard. The squad is way below numbers and short of first-team players. It is a massive challenge. Next time I come here, I want it to be my Leeds team." Cheers, George, just what Wilkinson needed with the Blackburn job up for grabs.
It is true that under Wilkinson Leeds did appear to have become stale, some of their games were very tedious. His recent transfer record was also questionable. But he has left a rich legacy in young players, even if necessity has dictated that they are being blooded too early. Graham is handicapped by injuries (Tony Yeboah, Tony Dorigo, Lee Bowyer, Richard Jobson are missing, Brian Deane just returning, and Rod Wallace withdrew when his wife went into labour) but so was Wilkinson.
It is only when some of those players return that the big question about Graham can be answered. The game has moved on in recent years, has he moved with it? Graham is a keen student of tactics, but does the current trend for passing sides go against his basic instincts? It was hard to tell what Leeds' philosophy was on Saturday, they rarely had possession long enough to do anything. When they did, their lack of confidence paralysed their game. The kids were out of their depth, but the senior players were no better.
There was also a glut of bookings; so far, Graham's biggest impact has been on the disciplinary record. After eight cautions in five matches under Wilkinson, Leeds have incurred 19 yellows and one red in six under Graham.
Still, if he does turn Leeds around, the supporters will forgive most things. Highbury gave him a standing ovation when he arrived before kick- off. The crowd's attention was then turned upon itself as the minute's silence in memory of Matthew Harding was sickeningly despoiled by a spectator in the West Stand. After Alan Wilkie mercifully cut the minute short, the culprit was angrily identified by nearby fans and ejected by the police.
He was still on his way when Arsenal scored. The impressive Patrick Vieira ran 50 yards before picking out Lee Dixon, who shot home. Four minutes later, David Seaman's clearance bounced off Lucas Radebe's shoulder and Dennis Bergkamp took advantage of poor positioning by Nigel Martyn.
Leeds should have scored soon after the break, but Lee Sharpe headed wide from point-blank range. It was their last chance as Wright finished an excellent move between Nigel Winterburn and Bergkamp.
"They can go the distance," Graham said of Arsenal. Maybe, it was hard to tell on this evidence. November brings sterner tests - visits to Wimbledon, Manchester United and Newcastle plus the north London derby. If Arsenal are top in a month, they will be contenders indeed. Leeds? They could be bottom.
Goals: Dixon (1) 1-0; Bergkamp (5) 2-0; Wright (57) 3-0.
Arsenal (3-4-1-2): Seaman; Keown, Adams, Bould; Dixon, Vieira, Platt, Winterburn (Morrow, 78); Merson; Bergkamp, Wright (Garde, 80) Substitutes not used: Linighan, Shaw, Lukic (gk).
Leeds United (3-5-2): Martyn; Radebe, Beesley, Palmer; Kelly, Shepherd, Couzens (Deane, h-t), Ford, Sharpe; Harte, Rush. Substitutes not used: Wetherall, Tinkler, Jackson, Beeney (gk).
Referee: A Wilkie (Chester-le-Street).
Bookings: Arsenal Bould. Leeds: Radebe, Rush, Palmer, Couzens, Ford.
Man of the match: Vieira Attendance: 38,076Reuse content