Recently phosphorene, monolayer honeycomb structure of black phosphorus, was experimentally manufactured and attracts rapidly growing interests. Here we investigate stability and electronic properties of honeycomb structure of arsenic system based on first principle calculations. Two types of honeycomb structures, buckled and puckered, are found to be stable. We call them arsenene as in the case of phosphorene. We find that both the buckled and puckered arsenene possess indirect gaps. We show that the band gap of the puckered and buckled arsenene can be tuned by applying strain. The gap closing occurs at 6% strain for puckered arsenene, where the bond angles between the nearest neighbour become nearly equal. An indirect-to-direct gap transition occurs by applying strain. Especially, 1% strain is enough to transform the puckered arsenene into a direct-gap semiconductor. Our results will pave a way for applications to light-emitting diodes and solar cells.