Vorm admitted he was to blame, but says he's already over the incident.
"I caught the ball and I made eye contact with Nathan, but just before I was about to throw he said he didn't want it when I was already in the movement and I couldn't stop myself," said Vorm.
"Arshavin finished it well because I didn't think it was an easy chance but it's still sad because it was unnecessary. It wasn't long before half-time and if you go in at half-time 0-0 maybe the second half would be a little different.
"It's disappointing, but personally the mistake won't bother me."
Vorm felt his side were unlucky to lose to Arsenal and he concedes they need to start taking their chances if they are to start winning games.
"We've now played four matches and we haven't scored. We've lost two and drawn two, but after the goal I gave away I think we had some good chances," added Vorm.
"In the first three games we also missed a lot of chances. Chances in the Premier are few so if you don't score, you don't get much from games.
"And we had chances again here. We played Arsenal and everyone knows they are a big team, but we were so close."