Manchester United’s first Premier League loss under Ole Gunnar Solskjaer is the “lowest” moment since he took charge, the interim manager said.
Solskjaer has turned the team’s form around since taking over in December, following the sacking of Jose Mourinho.
The Norwegian has overseen a run of 10 league wins and two draws before suffering defeat at Arsenal on Sunday.
Solskjaer, 46, told BBC Sport: “The performance was good but the result was disappointing.”
The former striker has brought a feel-good factor back to United with results that mean they are in the fight for a Champions League spot at the end of the season, as well as reaching the quarter-finals in Europe and the FA Cup.
Such has been the turnaround there have been growing calls from players and supporters to give Solskjaer the job on a permanent basis.
Going into the fixture at Emirates Stadium, United were in fourth place having been 11 points adrift of the position when Mourinho was dismissed on 18 December.
But their 2-0 loss allowed Arsenal to jump above them in the league, courtesy of goals from Granit Xhaka and Pierre-Emerick Aubameyang.
Solskjaer said: “We are disappointed with the result but looking at the performance, you cannot say it was a game we deserved to lose. We created five big chances, hit the woodwork twice.
“When you see the boys work as hard as they do, the attitude they show in training – today we were lethargic in the first 10-15 minutes, did not have the zip and we did not take the chances. Hopefully we will be ready for Wolves in the FA Cup next week.
“It has been fantastic so far but today is the the lowest we have been because we lost and missed the chance to put pressure on Spurs.
“We have won games we have not deserved to win, and today we lost a game we did not deserve to lose.”
Arsenal have won their last nine home league games under Emery
Spanish boss Unai Emery took over Arsenal in the summer, replacing Arsene Wenger who had been in charge for 22 years.
The Gunners finished sixth last season, missing out on a Champions League place, but they are well set for an improved finish this campaign.
Romelu Lukaku and Fred both hit the woodwork for the visitors, while goalkeeper Bernd Leno made saves to deny Lukaku, Paul Pogba and Marcus Rashford.
Emery told BBC Sport: “I am very proud of our players. They gave all they could against the best team at this moment.
“We were playing very competitive for 90 minutes and I think we deserved this victory. We can be happy today.
“We knew Manchester United could use different tactics but we wanted to impose our gameplan and I think we did that.
“Our goalkeeper is very important and sometimes the goalkeeper can save us, and today I’m very proud of his work.”