West Brom's last win came on March 9 and Steve Clarke's side have now lost two in a row following defeat at West Ham last weekend.
Jones admits the atmosphere in the dressing room has suffered of late but felt the players reacted well following the disappointing display at Upton Park.
"Obviously we are a bit dejected after back to back defeats. We felt we deserved something from the game," he told Albion Player.
"We had chances in the second half, we are disappointed to let in five goals in the last two games.
"We reacted well to our performance last week. It was a better overall team performance. The goals could have been prevented which is frustrating because we thought that Arsenal were there for the taking."