The Gunners were knocked out of the FA Cup as they lost on penalties to Manchester United after a 1-1 draw in Sunday's (12.01.25) third-round tie and the coach was desperately disappointed as the loss closed off a route to silverware for his team.
Arteta said: "We are relying on not performing like this and waiting for one shot to go on target and score a goal, I don’t want to bet on that. I bet on that team to try to do.
"Are we going to win big trophies? I don’t know. But playing like this, there are very few teams in the world that can play at that level.
"It is incredible how you don’t win that game. The dominance, the superiority, and everything that we did to try to win the game and we didn’t get what we deserved. We go home extremely sad but I cannot be prouder of my players."
Arsenal's FA Cup elimination came just days after their damaging loss to Newcastle in the Carabao Cup semi-final first leg but Arteta doesn't want his team's season to be defined by a disappointing week.
He said: "I understand the point but it has been a remarkable week when you understand what we did again today after what happened three days ago and what we did to two of the best teams in the moment right now.
"This is what I take. I am extremely disappointed, but I cannot put my focus on that. It would be very, very unfair."