"We all have to realise we are not perfect and that there are still things we need to improve. Individually, everyone must be better."
Wenger admitted the severity of the defeat by their biggest domestic rivals had hit every first-teamer hard.
He declared: "All the players were very quiet on the first day back in training. Who wouldn't be hurt by a defeat like that?
"We want to be the best possible but had a bad day. When you have such a big disappointment, you can sometimes forget just how good you are.
"When you are at the top level, people always expect the worst of you. So now it is down to us to prove we have the quality to cope with this situation. But what is most important is our biggest targets are still in front of us.
"We are five points ahead in the Premier League and have a fantastic opportunity in the Champions League."