Milan lost the first-leg of their round 16 tie 2-0 at the San Siro.
“A little fear and anxiety set in during the first half. It'll all help players to gain experience," the captain told Sky Sport Italia.
“The second leg will be difficult to turn this around, but anything can happen in football. We can't get away with failing to defend and attack as a team. We couldn't get the shape right and Arsenal moved the ball quickly to stretch us too.
“If we go to London with the spirit we showed in the second half, then we can get a result. I think today we lacked the courage to take on responsibility, both in possession and closing down their passing channels. We did better after the break, but allowed Danny Welbeck that one chance on our error. We could've done a lot better with our passing and control.
“I too made too many simple errors, as we were just too anxious. We were more daring in the second half and games like this require courage. We conceded two entirely avoidable goals."