Woltemade fired Newcastle in front before Arsenal struck an equaliser on 84 minutes through Mikel Merino ahead of Gabriel Magalhaes' 96th minute winner.
He said afterwards: "If you get two real late goals, it doesn't feel good if you're 90 minutes 1-0 in front. Yeah, just doesn't feel good.
"I think in the second half we didn't get the pressure away from our goal. We were just defending. Sometimes we have to take more situations where we can breathe, where we also play with the ball and get some situations where we can get out of pressure and get the ball in the Arsenal side and we have to learn about it because if you defend for 45 or 52 minutes in the second half and don't get any chances and then they get two goals by corners, so don't feel good."
On his goal, Woltemade added: "We trained this yesterday and I knew the ball would come there close to second post and I had a good position for this header because I was staying one arm away from Gabriel, so I can jump high and then head the ball really good."