The Gunners blew away Inter 3-1 at San Siro stadium as Gabriel Jesus struck twice and Viktor Gyokeres also scored late on for the visitors. Petar Sucic scored for Inter early into the first-half.
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Chivu said afterwards: "I am not worried. I look at what we need to do now. We knew this season in the Champions League would not be easy.
"I look at the positives: our attitude, the intensity we put in in these games."
The Romanian also stated: "We knew Arsenal were good. They have quality, pace, intensity, individual players. When we managed to win duels we then created chances, but we didn't take them.
"Arsenal deserved to win because they were more clinical. We need to keep the right mentality and be ready to face every game and every challenge."