Creative Tank

Create a new file by selecting File-> New.

Draw an arrow with Pen Tool

Select Gradient Tool from the tool pallet on teh left.

Press "Ctrl+F9" to open the dialog box of Gradient.

Click Fill in the tool pallet to select the gradient color.

I choose blue color

Drag the slider to switch the color proportion.

Select the entire arrow by using Selection Tool

Select Gradient Tool and drag it across the arrow, here we finish the gradient.