It is the worst possible preparation for Sunday's Premier League clash against table-toppers Manchester City at the Emirates.
The Gunners took the lead through Gabriel Jesus in the 14th minute, before David Raya's mishit pass allowed Lens to equalise through Adrien Thomasson.
To make matters worse for the north Londoners, Saka, who set up Jesus, then had to be replaced by Fabio Vieira in the 34th minute after pulling up injured.
Mikel Arteta's decision to start the winger in France has ultimately backfired, with it remaining to be seen if he will be available to face City.
Saka hobbled off in their last outing, a 4-0 win against Bournemouth on Saturday and Gunners fans had hoped that the 22-year-old would be rested for Tuesday night's Group B clash.
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But Arteta included him in his starting XI, however Saka lasted little more than half an hour as he limped off the Stade Bollaert-Delelis pitch.
The England international appeared to hold his thigh, as he hit the deck, before being treated by club medics as he then headed straight down the tunnel.
It then went from bad to worse for Arsenal, as in the 69th minute, Elye Wahi put Lens 2-1 up with a fine finish into the bottom left corner.
Arsenal pressed for a late equaliser, but failed to break through a resilient Lens backline.
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It is Arsenal's first defeat of the season in all competitions, with Arteta's side now sitting second in Group B.
Lens are top with four points - a point above Arsenal - with Sevilla third with two points after they played out a 2-2 draw against PSV.
Arsenal fans were quick to voice their frustration at Arteta over his decision to start Saka in what was a terrible night for the Gunners.
Taking to social media, one fan posted: "Absolute negligence from Arteta there. Saka has been hobbling off for 2 successive games…"
Another said: "This Saka s*** is one of the most 'manager-made' injuries I've ever seen."
A third added: "Love Arteta to bits, but he's brought this upon himself and Saka. Shocking stuff."
This fan then commented: "Massive negligence on Arteta's part starting Saka today.. could've just brought him on as a sub."
And this X user messaged: "If Saka isn't fine then it's Arteta to blame."
Meanwhile this fan stated: "Playing Saka knowing he's injured is actually disgraceful for Arteta."