Though heavily left-footed, Winterburn settled into the right back role as best he could and became quickly involved in two controversial incidents of his first season. First, he was seen to openly goad Brian McClair after the Manchester United striker had missed a late penalty in an FA Cup tie at Highbury. The second incident came in the League Cup final later that same season. Despite having fallen behind in the early stages, Arsenal, the holders, were leading Luton Town 2–1 at Wembley with less than quarter of an hour to go when David Rocastle got a penalty. Arsenal were awarded a penalty. Michael Thomas had been Arsenal's designated penalty taker all season but after spot-kick failures from Thomas and two subsequent successors, it was Winterburn - who'd never taken a penalty for Arsenal before - who collected the ball up to take the kick.