I thought the ball would go out as it was flying over me and suddenly there was a player. Arsene Wenger's men, though, would have the last laugh as Aaron Ramsey leveled seven minutes to time before substitute Olivier Giroud won it in the 85th.
That goal should have been the one that woke Arsenal up and given them the need to take control and run away with the game, but, instead, it was Vardy who struck again to give Leicester the lead back in this back-and-forth game.
Piers tweeted: "2-3. Leave Vardy on his own... great idea, you utter NUMBSKULLS".
The arrival of Alexandre Lacazette will likely relegate Giroud to the status of a benchwarmer this season but the 30-year-old proved his worth with a towering header in the 85th minute.
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.
Arsenal opened the scoring in the second minute but the Foxes hit back to lead 2-1 and then 3-2 before the Gunners' spectacular comeback in the closing minutes.
Arsene Wenger also added after the game that he was delighted that the 30-year-old had chose to stay at the Emirates, after he had offered him the opportunity to leave. To lose in the manner we did is very disappointing.
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Defensive end Leonard Williams got a sack as the Jets first-team defense allowed only one first down in two drives. Anderson made a nice 53-yard catch on the opening drive, which ended with McCown's 4-yard TD pass Charone Peake .
"We wanted to do that today - unfortunately that didn't happen and it's something where we can look back and analyse the game and see where we went wrong and improve on the situation".
"We know we can play together".
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One of those was from playmaker Alex Oxlade-Chamberlain who, from the start, played the game with an attacking mentality and created a number of incredible chances.
Indeed, Giroud was left on the bench in the starting line-up as Lacazette scored and impressed on his first Premier League start for the north London side.
After the victory, the Arsenal boss was quick to praise his team and the impact Lacazette made on his Premier League debut.
Tonight's victor was his 70th Premier League goal - coming at the start of his sixth season.