Arsenal midfielder Denilson admits the team is "missing something".
Denilson has announced he is leaving the Gunners this summer.
He told The Sun: "There's something missing at Arsenal but no one knows what it is. Not the manager, not the players - nobody.
"But we are still the best footballing side in Britain, we play beautiful football. Only Barcelona do it better. But we don't win trophies.
"That's so frustrating, you can't imagine how frustrating.
"Arsenal is a great club, we have a great manager and so many talented players. So we should be collecting silverware. And there are no excuses for it.
"Some people say we don't succeed because we are too young and naive - but that's no excuse.
"We didn't lose the Carling Cup final to Birmingham because we were too young. We lost because our confidence collapsed completely when Obafemi Martins scored for them.
"This was a final we should have won, we were the favourites."
Denilson can barely believe how Arsenal have slumped out of contention. He says they are paying the price for some expensive lapses in games they should have won.
"I remember leading Liverpool 1-0 and they scored in the last seconds. We were 4-0 up at Newcastle but drew.
"We also lost to Newcastle at home and West Brom and Aston Villa.
"We threw it away against Sunderland and Blackburn at the Emirates.
"Let's be honest, some of those games were shocking, shameful. We are better than that.
"But until Arsenal stop throwing away those silly points in those stupid games nothing will change."