Arroyo (3-0) allowed a home run on his first pitch, then limited the Brewers to five hits over the rest of his outing. He retired 10 in a row at one point to pin the loss on Sheets (0-2), who struck out 10 in seven innings.
David Weathers pitched a perfect ninth for his fourth save in five opportunities.
Brandon Phillips and Felipe Lopez both used their speed to manufacture runs for the Reds, who had been 1-3 when scoring less than six runs.
Lopez led off the fourth inning by striking out on Sheets' wild pitch. He reached first without a throw and stole his sixth base on the next pitch. Lopez went to third on Adam Dunn's groundout and scored on Rich Aurilia's RBI single.
Phillips led off the fifth inning with a double. Sheets struck out the next two hitters, but couldn't get out of trouble.
Ryan Freel hit a slow bouncer to Corey Koskie, whose throw from third was off target. A stretching Prince Fielder went to the ground to corral the errant throw but Freel reached on the infield single.