$\newcommand{\Set}[1]{\left\{ #1 \right\}}$$\newcommand{\Span}[1]{\left\langle #1 \right\rangle}$Since this particular argument is the key step in one of the proofs of the Cayley-Hamilton Theorem, let us prove it directly.
Vectors are column vectors. Let $e_{1}, e_{2}, \dots, e_{n}$ be the basis with respect to which $A$ is written, write
$$
V_{i} = \Span{e_{i}, e_{i-1}, \dots, e_{1}},
$$
where $V_{n} = V$, and we set $V_{0} = \Set{0}$.
We have
$$
V_{i} = \Span{e_{i}} \oplus V_{i-1},
$$
and
$$
A e_{i} = a_{i} e_{i} + v_{i-1}
$$
for some $v_{i-1} \in V_{i-1}$.
Since
$$
(A - a_{n} I)(e_{n}) = 0,
$$
and
$$
(A - a_{n} I) e_{i} \in V_{i}
$$
for $i < n$,
we have
$$
(A - a_{n} I) V_{n} \subseteq V_{n-1}.
$$
By induction
$$
(A - a_{1} I)(A - a_{2} I) \cdots (A - a_{n-1} I)
$$
is zero on $V_{n-1}$, and thus
$$
(A - a_{1} I)(A - a_{2} I) \cdots (A - a_{n} I)
$$
is zero on $V = V_{n}$.
The proof I am referring to extends the underlying field to its algebraic closure (which may displease some), so that all matrices become triangularizable.