The North London club secured Champions League football for another season thanks to a 1-0 win over hopefuls Newcastle on Sunday.
Declan Rice scored the only goal of the game, a well-placed, long-range effort that Magpies ‘keeper Nick Pope could do nothing about.
Despite that, Arsenal will go without a major trophy for the fifth consecutive season, something Arteta was clearly frustrated with.
“We had a dream and it was to bring big trophies to you,” Arteta said. “We haven’t been able to do it for a variety of reasons.”
“Make sure chasing a dream doesn’t get blurry and you can see what these players are doing. Take this dream with enthusiasm. We have to make our own history in this stadium.
"We understand that this season. There’s much more to come. These players have the hunger, courage and the talent and we’re going to make it happen.
“We need to reset, we need to win on Southampton and then go on holidays. Anyone in our position can only dream of finishing in this position.”