Title rivals Man City and Aston Villa are now just four points of Arteta’s side following their frustrated home defeat to Man United.
Arsenal took the lead through a Lisandro Martinez own goal but ended up being 2-1 down to Michael Carrick’s side after 50 minutes.
Mikel Merino managed to equalise from a corner just three minutes before Matheus Cunha secured the win with a lovely curling effort.
Speaking to Sky Sports after the game, Arteta was clearly frustrated, saying: "First of all you have to congratulate Man Utd for the victory.
“It happened in a really strange way to be fair. We were so dominant in the first half an hour, scored the goal, had another two brilliant chances to score, and then we give them the goal, which is very unusual from our side.
“That changed and shifted the momentum a little bit. After that we dropped the standards with the ball, and the game wasn't in our control, and they had two magic moments.
“Credit to them because in big games you need those moments. We carried the negativity a bit and didn't have the fluidity that we needed. But then we made the changes, scored the goal, and you could feel at 2-2, game on.
“Everything changed immediately, but then one long ball, one pass, and Cunha scored. A very painful one but it's time to be close to the players who gave us great moments.
“We all want to win. We have to learn from it. Defeats are part of winning, and we have to take them like this, because they need to be reminded how good they are."