Van der Sar conceded the Emirates is a tough place to visit but felt the Reds deserved at least a point, despite not being in top form.
"We didn't start particularly well and didn't create a lot in the first half," he explained on MUTV. "But we were quite solid at the back, we just didn't get the ball on the ground enough to hurt Arsenal.
"In the second half, we made some changes and, 20 seconds after that change, they scored a goal so we had to change our approach a bit more and created some chances to try and score an equaliser but it never really happened.
"Of course, we had some chances and we always hope to get one near the end. I think we had a good shout for a penalty also with Michael Owen. I've just seen it back on the TV and it looks a clear one.
"Maybe the referee can't see it but the linesmen can get involved with games these days so I'm not sure why he didn't stick up the flag.
"It's a tough place to come to but we should've started it brighter and put them on the back foot," he added.
"They're a quality team who also know how to play football - we wanted to get them on the counter-attack but it didn't really happen.
"Unfortunately, I had no saves at all today. It was a shame but, hopefully, it's not going to cost us too many things."